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Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series) - Tapa blanda
Sinopsis
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.
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Lamberton, Damien; Lapeyre, Bernard
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Introduction to Stochastic Calculus Applied to Finance
Publicado por
Chapman & Hall/CRC Taylor & Francis Group., 2023
ISBN 10: 1032477814
ISBN 13: 9781032477817
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Librería: Agapea Libros, Malaga, MA, España
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Idioma/Language: Inglés. 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 numà raire 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. *** Nota: Los envíos a España peninsular, Baleares y Canarias se realizan a través de mensajería urgente. No aceptamos pedidos con destino a Ceuta y Melilla. Nº de ref. del artículo: 23345289
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INTRODUCTION TO STOCHASTIC CALCULUS APPL
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Chapman and Hall/CRC, 2023
ISBN 10: 1032477814
ISBN 13: 9781032477817
Nuevo
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Librería: Speedyhen, London, Reino Unido
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Introduction to Stochastic Calculus Applied to Finance
Publicado por
Taylor & Francis Ltd, 2023
ISBN 10: 1032477814
ISBN 13: 9781032477817
Nuevo
Paperback / softback
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Paperback / softback. Condición: New. New copy - Usually dispatched within 4 working days. 185. Nº de ref. del artículo: B9781032477817
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Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)
Publicado por
Chapman and Hall/CRC, 2023
ISBN 10: 1032477814
ISBN 13: 9781032477817
Nuevo
Tapa blanda
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Introduction to Stochastic Calculus Applied to Finance
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Taylor & Francis Ltd Jan 2023, 2023
ISBN 10: 1032477814
ISBN 13: 9781032477817
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 EditionComplements on discrete models, including Rogers' approach to the fundamental theorem of asset pricing and super-replication in incomplete marketsDiscussions on local volatility, Dupire's formula, the change of numéraire techniques, forward measures, and the forward Libor model A new chapter on credit risk modelingAn extension of the chapter on simulation with numerical experiments that illustrate variance reduction techniques and hedging strategiesAdditional exercises and problemsProviding 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. 254 pp. Englisch. Nº de ref. del artículo: 9781032477817
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Introduction to Stochastic Calculus Applied to Finance
Publicado por
Taylor & Francis Ltd, 2023
ISBN 10: 1032477814
ISBN 13: 9781032477817
Nuevo
Tapa blanda
Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
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Condición: New. 2023. 2nd Edition. Paperback. . . . . . Nº de ref. del artículo: V9781032477817
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Introduction to Stochastic Calculus Applied to Finance
Publicado por
Chapman and Hall/CRC, 2023
ISBN 10: 1032477814
ISBN 13: 9781032477817
Nuevo
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Librería: Majestic Books, Hounslow, Reino Unido
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Condición: New. Nº de ref. del artículo: 401456448
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Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)
Librería: Chiron Media, Wallingford, Reino Unido
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Paperback. Condición: New. Nº de ref. del artículo: 6666-GRD-9781032477817
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Introduction to Stochastic Calculus Applied to Finance
Publicado por
Taylor & Francis Ltd, 2023
ISBN 10: 1032477814
ISBN 13: 9781032477817
Nuevo
Taschenbuch
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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 EditionComplements on discrete models, including Rogers' approach to the fundamental theorem of asset pricing and super-replication in incomplete marketsDiscussions on local volatility, Dupire's formula, the change of numéraire techniques, forward measures, and the forward Libor model A new chapter on credit risk modelingAn extension of the chapter on simulation with numerical experiments that illustrate variance reduction techniques and hedging strategiesAdditional exercises and problemsProviding 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. Nº de ref. del artículo: 9781032477817
Cantidad disponible: 1 disponibles
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Introduction to Stochastic Calculus Applied to Finance
Publicado por
Chapman and Hall/CRC, 2023
ISBN 10: 1032477814
ISBN 13: 9781032477817
Nuevo
Tapa blanda
Librería: Books Puddle, New York, NY, Estados Unidos de America
Calificación del vendedor: 4 de 5 estrellas
Condición: New. Nº de ref. del artículo: 26395969183
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