Introduction to Stochastic Calculus Applied to Finance

Name: Introduction to Stochastic Calculus Applied to Finance
Brand: Chapman and Hall/CRC
Availability: OutOfStock
Rating: 5 (1 reviews)

By Damien Lamberton

0 - Default Title

Description

Maintaining the lucid style of its popular predecessor, this concise and accessible introduction covers the probabilistic techniques required to understand the most widely used financial models. Along with additional exercises, this edition presents fully updated material on stochastic volatility models and option pricing.

Product details

Edition:

2

Number of Pages:

254

Release Date:

2007-12-03

Publication Date:

2007-11-30

Publisher:

Chapman and Hall/CRC

Languages:

Original: English

ISBN10:

1584886269

ISBN13:

9781584886266

GPSR Manufacturer Reference:

[email protected]

Weight:

549 g

Height:

161 cm

Width:

240 cm

Thickness:

18 cm

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