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| Product ID: | 9781584886266 |
| Product Form: | Hardback |
| Country of Manufacture: | GB |
| Series: | Chapman and Hall/CRC Financial Mathematics Series |
| Title: | Introduction to Stochastic Calculus Applied to Finance |
| Authors: | Author: Bernard Lapeyre, Damien Lamberton |
| Page Count: | 254 |
| Subjects: | Finance and the finance industry, Finance, Calculus, Stochastics, Calculus, Stochastics |
| Description: | Select Guide Rating 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. 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 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. |
| Imprint Name: | CRC Press Inc |
| Publisher Name: | Taylor & Francis Inc |
| Country of Publication: | GB |
| Publishing Date: | 2007-11-30 |
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