Introduction to Stochastic Calculus Applied to Finance
Damien Lamberton, Bernard Lapeyre, Nicolas Rabeau, Francois Mantion
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.
Категорії:
Рік:
1996
Видання:
1
Видавництво:
Springer
Мова:
english
Сторінки:
99
ISBN 10:
0412718006
ISBN 13:
9780412718007
Серії:
Chapman & Hall/CRC Financial Mathematics Series
Файл:
PDF, 8.99 MB
IPFS:
,
english, 1996