Introduction to Stochastic Calculus Applied to Finance
Introduction to Stochastic Calculus Applied to Finance
Summary
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.
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Introduction to Stochastic Calculus Applied to Finance by Damien Lamberton
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.The second edition of this book provides a concise and accessible introduction to the probabilistic techniques needed to understand the most widely used financial modelsThis 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 designed by the authors based on their teaching and research experience and were found to be effective in communicating these concepts and ideas and enhancing the understanding of readers. … a solid introduction to stochastic approaches used in the financial world. The authors cover many key finance topics … . The book can be used as a reference text by researchers and graduate students in financial mathematics. It also is ideal reading material for practicing financial analysts and consultants using mathematical models for finance.
—Technometrics, May 2009, Vol. 51, No. 2
| SKU | Unavailable |
| ISBN 13 | 9781584886266 |
| ISBN 10 | 1584886269 |
| Title | Introduction to Stochastic Calculus Applied to Finance |
| Author | Damien Lamberton |
| Series | Chapman And Hall Crc Financial Mathematics Series |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Taylor & Francis Inc |
| Year published | 2007-11-30 |
| Number of pages | 254 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |