๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Introduction to stochastic calculus applied to finance

โœ Scribed by Damien Lamberton, Bernard Lapeyre, Nicolas Rabeau, Francois Mantion

Book ID
127426757
Publisher
Chapman & Hall
Year
1996
Tongue
English
Weight
1 MB
Series
Chapman & Hall/CRC Financial Mathematics Series
Edition
1st ed
Category
Library
City
London; New York
ISBN-13
9780412718007

No coin nor oath required. For personal study only.

โœฆ Synopsis

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 modelling 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.

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