Articles liés à Introduction to Stochastic Calculus Applied to Finance
Synopsis
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 to Stochastic Calculus Applied to Finance, Second Edition incorporates some of these new techniques and concepts to provide an accessible, up-to-date initiation to the field.
New to the Second EditionLes informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
Lamberton, Damien; Lapeyre, Bernard
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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INTRODUCTION TO STOCHASTIC CALCULUS APPL
Edité par
Chapman and Hall/CRC, 2023
ISBN 10 : 1032477814
ISBN 13 : 9781032477817
Neuf
Couverture souple
Vendeur : Speedyhen, London, Royaume-Uni
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Introduction to Stochastic Calculus Applied to Finance
Edité par
Chapman & Hall/CRC Taylor & Francis Group., 2023
ISBN 10 : 1032477814
ISBN 13 : 9781032477817
Neuf
Couverture souple
Vendeur : Agapea Libros, Malaga, MA, Espagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. Idioma/Language: Inglés. 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 to Stochastic Calculus Applied to Finance, Second Edition incorporates some of these new techniques and concepts to provide an accessible, up-to-date initiation to the field. New to the Second Edition Complements on discrete models, including Rogers' approach to the fundamental theorem of asset pricing and super-replication in incomplete markets Discussions on local volatility, Dupire's formula, the change of numà raire techniques, forward measures, and the forward Libor model A new chapter on credit risk modeling An extension of the chapter on simulation with numerical experiments that illustrate variance reduction techniques and hedging strategies Additional exercises and problems Providing all of the necessary stochastic calculus theory, the authors cover many key finance topics, including martingales, arbitrage, option pricing, American and European options, the Black-Scholes model, optimal hedging, and the computer simulation of financial models. They succeed in producing a solid introduction to stochastic approaches used in the financial world. *** Nota: Los envíos a España peninsular, Baleares y Canarias se realizan a través de mensajería urgente. No aceptamos pedidos con destino a Ceuta y Melilla. N° de réf. du vendeur 23345289
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Introduction to Stochastic Calculus Applied to Finance
Edité par
Taylor & Francis Ltd, 2023
ISBN 10 : 1032477814
ISBN 13 : 9781032477817
Neuf
Paperback / softback
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
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Paperback / softback. Etat : New. New copy - Usually dispatched within 4 working days. 185. N° de réf. du vendeur B9781032477817
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Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)
Edité par
Chapman and Hall/CRC, 2023
ISBN 10 : 1032477814
ISBN 13 : 9781032477817
Neuf
Couverture souple
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Etat : New. In. N° de réf. du vendeur ria9781032477817_new
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Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)
Vendeur : Chiron Media, Wallingford, Royaume-Uni
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Paperback. Etat : New. N° de réf. du vendeur 6666-GRD-9781032477817
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Introduction to Stochastic Calculus Applied to Finance
Edité par
Taylor & Francis Ltd Jan 2023, 2023
ISBN 10 : 1032477814
ISBN 13 : 9781032477817
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 to Stochastic Calculus Applied to Finance, Second Edition incorporates some of these new techniques and concepts to provide an accessible, up-to-date initiation to the field. New to the Second EditionComplements on discrete models, including Rogers' approach to the fundamental theorem of asset pricing and super-replication in incomplete marketsDiscussions on local volatility, Dupire's formula, the change of numéraire techniques, forward measures, and the forward Libor model A new chapter on credit risk modelingAn extension of the chapter on simulation with numerical experiments that illustrate variance reduction techniques and hedging strategiesAdditional exercises and problemsProviding all of the necessary stochastic calculus theory, the authors cover many key finance topics, including martingales, arbitrage, option pricing, American and European options, the Black-Scholes model, optimal hedging, and the computer simulation of financial models. They succeed in producing a solid introduction to stochastic approaches used in the financial world. 254 pp. Englisch. N° de réf. du vendeur 9781032477817
Quantité disponible : 2 disponible(s)
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Introduction to Stochastic Calculus Applied to Finance
Edité par
Taylor & Francis Ltd, 2023
ISBN 10 : 1032477814
ISBN 13 : 9781032477817
Neuf
Couverture souple
Vendeur : Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlande
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Etat : New. 2023. 2nd Edition. Paperback. . . . . . N° de réf. du vendeur V9781032477817
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Introduction to Stochastic Calculus Applied to Finance
Edité par
Chapman and Hall/CRC, 2023
ISBN 10 : 1032477814
ISBN 13 : 9781032477817
Neuf
Couverture souple
Vendeur : Majestic Books, Hounslow, Royaume-Uni
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Etat : New. N° de réf. du vendeur 401456448
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Introduction to Stochastic Calculus Applied to Finance
Vendeur : moluna, Greven, Allemagne
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Etat : New. Lamberton, Damien Lapeyre, BernardSince 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. N° de réf. du vendeur 801266729
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Introduction to Stochastic Calculus Applied to Finance
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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Paperback. Etat : Brand New. 2nd edition. 254 pages. 9.19x6.13x0.71 inches. In Stock. N° de réf. du vendeur __1032477814
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