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Introduction to stochastic calculus applied to finance

By: Lamberton, Damien.
Contributor(s): Lapeyre, Bernard.
Material type: materialTypeLabelBookSeries: Chapman and Hall/CRC financial mathematics series. Publisher: Boca Raton Chapman & Hall/CRC 2008Edition: 2nd ed.Description: 253 p.ISBN: 9781584886266.Subject(s): Investments - Mathematics | Stochastic analysis | Options (Finance) - Mathematical modelsDDC classification: 332.6453 Summary: 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 modeling 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.
List(s) this item appears in: Finance
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Books Vikram Sarabhai Library
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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 modeling 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.

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