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

Lamberton, Damien; Lapeyre, Bernard

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

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Chapman and Hall/CRC
Año de publicación
1996
Idioma
Inglés
ISBN 10 
0412718006
ISBN 13 
9780412718007
Encuadernación
Tapa dura
Número de edición
1
Número de páginas
200
Contacto del fabricante
no disponible
Persona responsable
no disponible

Otras ediciones populares con el mismo título

9781584886266: Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

Edición Destacada

ISBN 10:  1584886269 ISBN 13:  9781584886266
Editorial: Chapman and Hall/CRC, 2007
Tapa dura