Introduction to Stochastic Calculus Applied to Finance

by Damien Lamberton and Bernard Lapeyre

Book Overview

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...

• Format: Hardcover
• Language: English
• ISBN: 1584886269
• ISBN13: 9781584886266
• Release Date: November 2007
• Publisher: CRC Press
• Length: 254 Pages
• Weight: 1.20 lbs.
• Dimensions: 0.8" x 6.2" x 9.5"