Forventes på lager: 30-11-2007
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.
| 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 |