Introduction to Stochastic Calculus Applied to Finance

(Bog, Hardback, Engelsk)
Forfattere: Damien (Universite de Marne-la-Vallee Lamberton, Bernard (Ecole Nationale des Ponts et Chaussees Lapeyre

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Beskrivelse

Maintaining the lucid style of its popular predecessor, this concise and accessible introduction covers the probabilistic techniques required to understand the most widely used financial models. Along with additional exercises, this edition presents fully updated material on stochastic volatility models and option pricing.

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Alle detaljer

Forlag Taylor & Francis Inc
Forfattere Damien (Universite de Marne-la-Vallee Lamberton, Bernard (Ecole Nationale des Ponts et Chaussees Lapeyre
Type Bog
Format Hardback
Sprog Engelsk
Udgave 2 ed
Udgivelsesdato 30-11-2007
Første udgivelsesår 2007
Serie Chapman and Hall/CRC Financial Mathematics Series
Originalsprog United States
Sideantal 254
Indbinding Hardback
Forlag Taylor & Francis Inc
Sideoplysninger 254 pages
Mål 244 x 165 x 19
ISBN-13 / EAN-13 9781584886266