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Introduction To Stochastic Calculus Applied To Finance (Chapman And Hall/CRC Financial Mathematics Series) (Hardcover, Bernard Lapeyre, Damien Lamberton)

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Authors

Bernard Lapeyre Damien Lamberton

Highlights

Author: Bernard Lapeyre, Damien Lamberton
254 Pages
Language: English
Publisher: Chapman & Hall Publishing

Description

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.

Specifications

Book	Introduction To Stochastic Calculus Applied To Finance (Chapman And Hall/CRC Financial Mathematics Series)
Author	Bernard Lapeyre, Damien Lamberton
Binding	Hardcover
Publishing Date	2007
Publisher	Chapman & Hall Publishing
Edition	2nd Edition
Number of Pages	254
Language	English
Genre	Business, Investing and Management, Self-Help, Skill Building & Learning
Book Subcategory	Other Books
Author Info	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.

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