Verwandte Artikel zu Introduction to Stochastic Calculus Applied to Finance...
Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series) - Hardcover
Zu dieser ISBN ist aktuell kein Angebot verfügbar.
Alle Exemplare der Ausgabe mit dieser ISBN anzeigen:
Unusual book
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Críticas:
Reseña del editor:
The second edition of this book provides a concise and accessible introduction to the probabilistic techniques needed to understand the most widely used financial models. This edition incorporates many new techniques and concepts to be used to describe the behavior of financial markets. ... the solutions obtained using SciLab for computer experiments are available at http://cermics.enpc.fr/~bl/scilab/ These experiments were well designed by the authors based on their teaching and research experience and were found to be effective in communicating these concepts and ideas and enhancing the understanding of readers. ... a solid introduction to stochastic approaches used in the financial world. The authors cover many key finance topics ... . The book can be used as a reference text by researchers and graduate students in financial mathematics. It also is ideal reading material for practicing financial analysts and consultants using mathematical models for finance.
―Technometrics, May 2009, Vol. 51, No. 2
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 numéraire 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.
New to the Second Edition
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.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
- VerlagChapman and Hall/CRC
- Erscheinungsdatum2007
- ISBN 10 1584886269
- ISBN 13 9781584886266
- EinbandTapa dura
- Auflage2
- Anzahl der Seiten254
Neu kaufen
Mehr zu diesem Angebot erfahren
EUR 95,87
Versand:
EUR 5,24
Von Vereinigtes Königreich nach USA
Beste Suchergebnisse beim ZVAB
Beispielbild für diese ISBN
Introduction to Stochastic Calculus Applied to Finance
Verlag:
CRC Press 2007-11-30, Boca Raton, Fla. |London
(2007)
ISBN 10: 1584886269
ISBN 13: 9781584886266
Neu
Hardcover
Anzahl: > 20
Anbieter:
Bewertung
Buchbeschreibung hardback. Zustand: New. Language: ENG. Artikel-Nr. 9781584886266
Weitere Informationen zu diesem Verkäufer | Verkäufer kontaktieren
Neu kaufen
EUR 95,87
Währung umrechnen
Beispielbild für diese ISBN
Introduction to Stochastic Calculus Applied to Finance, Second Edition (Chapman & Hall/CRC Financial Mathematics Series)
Verlag:
Chapman and Hall/CRC
(2007)
ISBN 10: 1584886269
ISBN 13: 9781584886266
Neu
Hardcover
Anzahl: 1
Anbieter:
Bewertung
Buchbeschreibung Hardcover. Zustand: New. BRAND NEW ** SUPER FAST SHIPPING FROM UK WAREHOUSE ** 30 DAY MONEY BACK GUARANTEE. Artikel-Nr. 9781584886266-GDR
Weitere Informationen zu diesem Verkäufer | Verkäufer kontaktieren
Neu kaufen
EUR 115,53
Währung umrechnen
Foto des Verkäufers
Introduction to Stochastic Calculus Applied to Finance
Verlag:
Taylor & Francis Inc Nov 2007
(2007)
ISBN 10: 1584886269
ISBN 13: 9781584886266
Neu
Hardcover
Anzahl: 2
Anbieter:
Bewertung
Buchbeschreibung Buch. Zustand: Neu. Neuware - Maintaining the lucid style of its popular predecessor, this concise and accessible introduction covers the probabilistic techniques required to understand the most widely used financial models. Along with additional exercises, this edition presents fully updated material on stochastic volatility models and option pricing. Artikel-Nr. 9781584886266
Weitere Informationen zu diesem Verkäufer | Verkäufer kontaktieren
Neu kaufen
EUR 117,34
Währung umrechnen
Foto des Verkäufers
Introduction to Stochastic Calculus Applied to Finance
Anbieter:
Bewertung
Buchbeschreibung Zustand: 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, to. Artikel-Nr. 596345084
Weitere Informationen zu diesem Verkäufer | Verkäufer kontaktieren
Neu kaufen
EUR 114,12
Währung umrechnen