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Introduction to Stochastic Calculus Applied to Finance
Damien Lamberton
€ 103.83
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Description for Introduction to Stochastic Calculus Applied to Finance
Hardcover. Suitable for students of mathematical finance, or a quick introduction to researchers and finance practitioners. This book covers the stochastic calculus theory required, as well as many key finance topics, including a chapter dedicated to credit risk modeling. Series: Chapman & Hall/CRC Financial Mathematics Series. Num Pages: 254 pages, black & white illustrations. BIC Classification: KFF; PBKA; PBWL. Category: (P) Professional & Vocational. Dimension: 244 x 165 x 19. Weight in Grams: 522.
Complements on discrete models, including Rogers' approach to the fundamental theorem of asset pricing and super-replication in incomplete markets
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Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of markets and to derive computing methods. Maintaining the lucid style of its popular predecessor, Introduction to Stochastic Calculus Applied to Finance, Second Edition incorporates some of these new techniques and concepts to provide an accessible, up-to-date initiation to the field.
New to the Second Edition
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Product Details
Publisher
Taylor & Francis Inc United States
Number of pages
256
Format
Hardback
Publication date
2007
Series
Chapman & Hall/CRC Financial Mathematics Series
Condition
New
Number of Pages
254
Place of Publication
, United States
ISBN
9781584886266
SKU
V9781584886266
Shipping Time
Usually ships in 4 to 8 working days
Ref
99-1
About Damien Lamberton
Lamberton, Damien; Lapeyre, Bernard
Reviews for Introduction to Stochastic Calculus Applied to Finance
The second edition of this book provides a concise and accessible introduction to the probabilistic techniques needed to understand the most widely used financial models. This edition incorporates many new techniques and concepts to be used to describe the behavior of financial markets. … the solutions obtained using SciLab for computer experiments are available at http://cermics.enpc.fr/~bl/scilab/ These experiments were well ... Read more