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Item Details
| Title:
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INTRODUCTION TO STOCHASTIC CALCULUS APPLIED TO FINANCE
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| By: |
Damien Lamberton, Bernard Lapeyre |
| Format: |
Hardback |
| List price:
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£51.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0412718006 |
| ISBN 13: |
9780412718007 |
| Publisher: |
TAYLOR & FRANCIS LTD |
| Pub. date: |
1 June, 1996 |
| Series: |
Stochastic Modeling |
| Pages: |
200 |
| Translated from: |
French |
| Description: |
This text provides an introduction to the stochastic methods of calculus that are currently used in financial market models. It should be of interest to stochastic processing graduate students, mathematical finance students, and MBA students. |
| Synopsis: |
In recent years the growing importance of derivative products financial markets has increased financial institutions' demands for mathematical skills. This book introduces the mathematical methods of financial modeling with clear explanations of the most useful models. Introduction to Stochastic Calculus begins with an elementary presentation of discrete models, including the Cox-Ross-Rubenstein model. This book will be valued by derivatives trading, marketing, and research divisions of investment banks and other institutions, and also by graduate students and research academics in applied probability and finance theory. |
| Illustrations: |
index |
| Publication: |
UK |
| Imprint: |
CRC Press |
| Returns: |
Non-returnable |
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