Introduction to Stochastic Calculus Applied to Finance

By Damien Lamberton (Author); Bernard Lapeyre (Author)

Book information

Publisher
Chapman and Hall/CRC
Year
2007
ISBN
9781420009941, 9781138097346, 9781584886266, 9780429121081
DOI
10.1201/9781420009941
Format
PDF
Filesize
3 MB (2729834 bytes)
Edition
2
Pages
\253
Time added
2020-10-06 04:24:42
Business & Industry;Finance;Mathematics & StatistiEconomicsfinanceFinance & Economics

Description

Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of markets and to derive computing methods. Maintaining the lucid style of its popular predecessor, Introduction

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