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

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.

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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.

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