Introduction to Stochastic Calculus Applied to Finance, Second Edition (Chapman and Hall/CRC Financial Mathematics Series) - Hardcover

Buch 20 von 71: Chapman and Hall/CRC Financial Mathematics

Lamberton, Damien; Lapeyre, Bernard

 
9780412718007: Introduction to Stochastic Calculus Applied to Finance, Second Edition (Chapman and Hall/CRC Financial Mathematics Series)
Hardcover
ISBN 10: 0412718006 ISBN 13: 9780412718007
Verlag: Chapman and Hall/CRC, 1996

Inhaltsangabe

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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Críticas

"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

Reseña del editor

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.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Chapman and Hall/CRC
Erscheinungsdatum
1996
Sprache
Englisch
ISBN 10 
0412718006
ISBN 13 
9780412718007
Einband
Tapa dura
Auflage
1
Anzahl der Seiten
200
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Nicht verfügbar

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