Introduction to Stochastic Calculus Applied to Finance
Editorial Reviews
Review
… this is one of those books that brilliantly develops mathematical concepts with little or no financial or intuitive motivation. If you already have the math skills and some familiarity with markets and financial engineering, you will love this book! … I highly recommend this book …
- Glyn A. Holton of Contingency Analysis
Book Description
In recent years the growing importance of derivative products financial markets has increased the demand for mathematical skills in financial institutions. The purpose of this book is to introduce the mathematical methods of financial modelling to provide a clear explanation 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.
Introduction to Stochastic Calculus Applied to Finance
Introduction to Stochastic Calculus Applied to Finance (Stochastic Modeling S.),Damien Lamberton,Bernard Lapeyre,Nicolas Rabeau,Francois Mantion,Springer,0412718006,Calculus,General,Investments,Mathematical models,Mathematics,Options (Finance),Probability & Statistics - General,Science,Science/Mathematics,Stochastic Processes,Stochastic analysis,Calculus & mathematical analysis,Finance,Mathematics / General,Mathematics / Mathematical Analysis,Probability & statistics,Stochastics
Book Details:
Recommended Books