Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series) - Softcover

Lapeyre, Bernard; Lamberton, Damien

9781032477817: Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

Softcover

ISBN 10: 1032477814 ISBN 13: 9781032477817

Verlag: Chapman and Hall/CRC, 2023

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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 num�raire 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.

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Lamberton, Damien; Lapeyre, Bernard

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Verlag: Chapman and Hall/CRC
Erscheinungsdatum: 2023
Sprache: Englisch
ISBN 10: 1032477814
ISBN 13: 9781032477817
Einband: Tapa blanda
Auflage: 2
Anzahl der Seiten: 254
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9781584886266: Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

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ISBN 10: 1584886269 ISBN 13: 9781584886266
Verlag: Chapman and Hall/CRC, 2007
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Introduction to Stochastic Calculus Applied to Finance

Bernard Lapeyre

Verlag: Taylor & Francis Ltd Jan 2023, 2023

ISBN 10: 1032477814 ISBN 13: 9781032477817

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Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 EditionComplements on discrete models, including Rogers' approach to the fundamental theorem of asset pricing and super-replication in incomplete marketsDiscussions on local volatility, Dupire's formula, the change of num�raire techniques, forward measures, and the forward Libor model A new chapter on credit risk modelingAn extension of the chapter on simulation with numerical experiments that illustrate variance reduction techniques and hedging strategiesAdditional exercises and problemsProviding 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. 254 pp. Englisch. Bestandsnummer des Verk�ufers 9781032477817

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Introduction to Stochastic Calculus Applied to Finance

Damien Lamberton (Universit� de Marne-la-Vall�e, France)|Bernard Lapeyre (�cole Nationale des Ponts et Chauss�es, Marne-la-Vall�e, France)

Verlag: CRC Press, 2023

ISBN 10: 1032477814 ISBN 13: 9781032477817

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Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Lamberton, Damien Lapeyre, BernardSince 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. Bestandsnummer des Verk�ufers 801266729

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Introduction to Stochastic Calculus Applied to Finance

Damien Lamberton; Bernard Lapeyre

Verlag: Chapman & Hall/CRC Taylor & Francis Group., 2023

ISBN 10: 1032477814 ISBN 13: 9781032477817

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Zustand: New. Idioma/Language: Ingl�s. 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 num� raire 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. *** Nota: Los env�os a Espa�a peninsular, Baleares y Canarias se realizan a trav�s de mensajer�a urgente. No aceptamos pedidos con destino a Ceuta y Melilla. Bestandsnummer des Verk�ufers 23345289

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Introduction to Stochastic Calculus Applied to Finance

Damien Lamberton

Verlag: Taylor & Francis, Chapman And Hall/CRC, 2023

ISBN 10: 1032477814 ISBN 13: 9781032477817

Neu Taschenbuch

Print-on-Demand

Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland

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Taschenbuch. Zustand: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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 EditionComplements on discrete models, including Rogers' approach to the fundamental theorem of asset pricing and super-replication in incomplete marketsDiscussions on local volatility, Dupire's formula, the change of num�raire techniques, forward measures, and the forward Libor model A new chapter on credit risk modelingAn extension of the chapter on simulation with numerical experiments that illustrate variance reduction techniques and hedging strategiesAdditional exercises and problemsProviding 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. Bestandsnummer des Verk�ufers 9781032477817

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