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

4,67 valoración promedio
( 3 valoraciones por Goodreads )
 
9781584886266: Introduction to Stochastic Calculus Applied to Finance, Second Edition (Chapman and Hall/CRC Financial Mathematics Series)

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

    Language Notes:

    Text: English (translation)
    Original Language: French

    Review:

    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.
    Technometrics, May 2009, Vol. 51, No. 2

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

    Comprar nuevo Ver libro

    Gastos de envío: GRATIS
    De Reino Unido a Estados Unidos de America

    Destinos, gastos y plazos de envío

    Añadir al carrito

    Los mejores resultados en AbeBooks

    1.

    Damien Lamberton, Bernard Lapeyre
    Editorial: Taylor Francis Inc, United States (2007)
    ISBN 10: 1584886269 ISBN 13: 9781584886266
    Nuevos Tapa dura Cantidad: 1
    Librería
    The Book Depository
    (London, Reino Unido)
    Valoración
    [?]

    Descripción Taylor Francis Inc, United States, 2007. Hardback. Estado de conservación: New. 2nd Revised edition. Language: English . Brand New Book. 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 numeraire 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. Nº de ref. de la librería AAZ9781584886266

    Más información sobre esta librería | Hacer una pregunta a la librería

    Comprar nuevo
    EUR 50,32
    Convertir moneda

    Añadir al carrito

    Gastos de envío: GRATIS
    De Reino Unido a Estados Unidos de America
    Destinos, gastos y plazos de envío

    2.

    Damien Lamberton, Bernard Lapeyre
    Editorial: Taylor and Francis 2007-11-30, Boca Raton, Fla. |London (2007)
    ISBN 10: 1584886269 ISBN 13: 9781584886266
    Nuevos Tapa dura Cantidad: > 20
    Librería
    Blackwell's
    (Oxford, OX, Reino Unido)
    Valoración
    [?]

    Descripción Taylor and Francis 2007-11-30, Boca Raton, Fla. |London, 2007. hardback. Estado de conservación: New. Nº de ref. de la librería 9781584886266

    Más información sobre esta librería | Hacer una pregunta a la librería

    Comprar nuevo
    EUR 48,48
    Convertir moneda

    Añadir al carrito

    Gastos de envío: EUR 6,72
    De Reino Unido a Estados Unidos de America
    Destinos, gastos y plazos de envío

    3.

    Damien Lamberton, Bernard Lapeyre
    Editorial: Taylor Francis Inc, United States (2007)
    ISBN 10: 1584886269 ISBN 13: 9781584886266
    Nuevos Tapa dura Cantidad: 1
    Librería
    The Book Depository US
    (London, Reino Unido)
    Valoración
    [?]

    Descripción Taylor Francis Inc, United States, 2007. Hardback. Estado de conservación: New. 2nd Revised edition. Language: English . Brand New Book. 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 numeraire 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. Nº de ref. de la librería AAZ9781584886266

    Más información sobre esta librería | Hacer una pregunta a la librería

    Comprar nuevo
    EUR 55,80
    Convertir moneda

    Añadir al carrito

    Gastos de envío: GRATIS
    De Reino Unido a Estados Unidos de America
    Destinos, gastos y plazos de envío

    4.

    Damien Lamberton; Bernard Lapeyre
    ISBN 10: 1584886269 ISBN 13: 9781584886266
    Nuevos Cantidad: 2
    Librería
    Speedy Hen LLC
    (Sunrise, FL, Estados Unidos de America)
    Valoración
    [?]

    Descripción Estado de conservación: New. Bookseller Inventory # ST1584886269. Nº de ref. de la librería ST1584886269

    Más información sobre esta librería | Hacer una pregunta a la librería

    Comprar nuevo
    EUR 55,80
    Convertir moneda

    Añadir al carrito

    Gastos de envío: GRATIS
    A Estados Unidos de America
    Destinos, gastos y plazos de envío

    5.

    Lamberton, Damien
    Editorial: Chapman and Hall/CRC (2016)
    ISBN 10: 1584886269 ISBN 13: 9781584886266
    Nuevos Paperback Cantidad: 1
    Impresión bajo demanda
    Librería
    Ria Christie Collections
    (Uxbridge, Reino Unido)
    Valoración
    [?]

    Descripción Chapman and Hall/CRC, 2016. Paperback. Estado de conservación: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Nº de ref. de la librería ria9781584886266_lsuk

    Más información sobre esta librería | Hacer una pregunta a la librería

    Comprar nuevo
    EUR 56,85
    Convertir moneda

    Añadir al carrito

    Gastos de envío: EUR 4,34
    De Reino Unido a Estados Unidos de America
    Destinos, gastos y plazos de envío

    6.

    Damien Lamberton, Bernard Lapeyre
    ISBN 10: 1584886269 ISBN 13: 9781584886266
    Nuevos Tapa dura Primera edición Cantidad: 2
    Librería
    Ria Christie Collections
    (Uxbridge, Reino Unido)
    Valoración
    [?]

    Descripción Hardback. Estado de conservación: New. Not Signed; 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 lu. book. Nº de ref. de la librería ria9781584886266_rkm

    Más información sobre esta librería | Hacer una pregunta a la librería

    Comprar nuevo
    EUR 57,69
    Convertir moneda

    Añadir al carrito

    Gastos de envío: EUR 4,34
    De Reino Unido a Estados Unidos de America
    Destinos, gastos y plazos de envío

    7.

    Lamberton, Damien
    Editorial: Chapman and Hall/CRC (2007)
    ISBN 10: 1584886269 ISBN 13: 9781584886266
    Nuevos Cantidad: > 20
    Librería
    Books2Anywhere
    (Fairford, GLOS, Reino Unido)
    Valoración
    [?]

    Descripción Chapman and Hall/CRC, 2007. HRD. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería F9-9781584886266

    Más información sobre esta librería | Hacer una pregunta a la librería

    Comprar nuevo
    EUR 53,04
    Convertir moneda

    Añadir al carrito

    Gastos de envío: EUR 10,09
    De Reino Unido a Estados Unidos de America
    Destinos, gastos y plazos de envío

    8.

    LAMBERTON, DAMIEN; LAPEYRE, BERNARD.
    Editorial: Chapman and Hall/CRC (2017)
    ISBN 10: 1584886269 ISBN 13: 9781584886266
    Nuevos Tapa dura Cantidad: 1
    Impresión bajo demanda
    Librería
    Herb Tandree Philosophy Books
    (Stroud, GLOS, Reino Unido)
    Valoración
    [?]

    Descripción Chapman and Hall/CRC, 2017. Hardback. Estado de conservación: NEW. 9781584886266 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Print on Demand title, produced to the highest standard, and there would be a delay in dispatch of around 10 working days. Nº de ref. de la librería HTANDREE0249387

    Más información sobre esta librería | Hacer una pregunta a la librería

    Comprar nuevo
    EUR 55,41
    Convertir moneda

    Añadir al carrito

    Gastos de envío: EUR 8,97
    De Reino Unido a Estados Unidos de America
    Destinos, gastos y plazos de envío

    9.

    Damien Lamberton; Bernard Lapeyre
    ISBN 10: 1584886269 ISBN 13: 9781584886266
    Nuevos Cantidad: 2
    Librería
    Speedy Hen
    (London, Reino Unido)
    Valoración
    [?]

    Descripción Estado de conservación: New. Bookseller Inventory # ST1584886269. Nº de ref. de la librería ST1584886269

    Más información sobre esta librería | Hacer una pregunta a la librería

    Comprar nuevo
    EUR 45,67
    Convertir moneda

    Añadir al carrito

    Gastos de envío: EUR 21,30
    De Reino Unido a Estados Unidos de America
    Destinos, gastos y plazos de envío

    10.

    Lamberton, Damien (Author)/ Lapeyre, Bernard (Author)
    Editorial: Chapman & Hall (2007)
    ISBN 10: 1584886269 ISBN 13: 9781584886266
    Nuevos Tapa dura Cantidad: 1
    Librería
    Revaluation Books
    (Exeter, Reino Unido)
    Valoración
    [?]

    Descripción Chapman & Hall, 2007. Hardcover. Estado de conservación: Brand New. 2nd edition. 253 pages. 9.25x6.50x0.75 inches. In Stock. Nº de ref. de la librería __1584886269

    Más información sobre esta librería | Hacer una pregunta a la librería

    Comprar nuevo
    EUR 63,62
    Convertir moneda

    Añadir al carrito

    Gastos de envío: EUR 6,72
    De Reino Unido a Estados Unidos de America
    Destinos, gastos y plazos de envío

    Existen otras copia(s) de este libro

    Ver todos los resultados de su búsqueda