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

Lamberton, Damien; Lapeyre, Bernard

ISBN 10: 1584886269 / ISBN 13: 9781584886266

Verlag: Chapman and Hall/CRC, 2007

Beschreibung

In shrink wrap. Looks like an interesting title! Bestandsnummer des Verkäufers Q-1584886269

Bibliografische Details

Titel: Introduction to Stochastic Calculus Applied ...

Verlag: Chapman and Hall/CRC

Erscheinungsdatum: 2007

Einband: hardcover

Zustand: New

Auflage: 2. Auflage

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Inhaltsangabe:

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Críticas:

The second edition of this book provides a concise and accessible introduction to the probabilistic techniques needed to understand the most widely used financial models. This edition incorporates many new techniques and concepts to be used to describe the behavior of financial markets. ... the solutions obtained using SciLab for computer experiments are available at http://cermics.enpc.fr/~bl/scilab/ These experiments were well designed by the authors based on their teaching and research experience and were found to be effective in communicating these concepts and ideas and enhancing the understanding of readers. ... a solid introduction to stochastic approaches used in the financial world. The authors cover many key finance topics ... . The book can be used as a reference text by researchers and graduate students in financial mathematics. It also is ideal reading material for practicing financial analysts and consultants using mathematical models for finance.
―Technometrics, May 2009, Vol. 51, No. 2