Introduction to Stochastic Calculus Applied to Finance
Bernard (Ecole Nationale des Ponts et Chaussees, Marne-la-Vallee, France) Lapeyre, Damien (Universite de Marne-la-Vallee, France) Lamberton
Taylor & Francis Inc, 2007
157,50 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9781584886266
- ISBN-10
- 1584886269
- Publisher
- Taylor & Francis Inc
- Year
- 2007
- Publication date
- 2007-11-30
- Pages
- 254
- Dimensions
- 244x165x19
- Weight
- 496