Introduction to Stochastic Calculus Applied to Finance, Second Edition - Couverture rigide

Livre 20 sur 68: Chapman and Hall/CRC Financial Mathematics

Lamberton, Damien; Lapeyre, Bernard

 
9780412718007: Introduction to Stochastic Calculus Applied to Finance, Second Edition
Couverture rigide
ISBN 10 : 0412718006 ISBN 13 : 9780412718007
Editeur : CRC Press, 1996

Synopsis

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 modeling 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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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 modeling 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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
CRC Press
Date d'édition
1996
Langue
anglais
ISBN 10 
0412718006
ISBN 13 
9780412718007
Reliure
Relié
Nombre de pages
200
Coordonnées du fabricant
non disponible
Personne responsable
non disponible

Autres éditions populaires du même titre

9781584886266: Introduction to Stochastic Calculus Applied to Finance

Edition présentée

ISBN 10 :  1584886269 ISBN 13 :  9781584886266
Editeur : Chapman and Hall/CRC, 2007
Couverture rigide