FRENCH

Introduction to Stochastic Calculus Applied to Finance

By Damien Lamberton , Bernard Lapeyre , Nicolas Rabeau , Francois Mantion

Book information

Publisher
Chapman & Hall
Year
1996
ISBN
9780412718007, 0412718006
Open Library ID
OL1022384M
Language
french
Format
PDF
Filesize
5 MB (5340588 bytes)
Series
Chapman & Hall/ Financial Mathematics Series
Edition
1st ed
Pages
99\99
Time added
2010-02-18 13:16:04

Description

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 modelling 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.

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