Introduction to Stochastic Calculus Applied to Finance (Stochastic Modeling)

D.McLean Lamberton, Bernard Lapeyre, Nicolas Rabeau, F. Mantion

ISBN 10: 0412718006 / ISBN 13: 9780412718007

Verlag: CRC Press Inc 01/06/1996, 1996

Beschreibung

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Bibliografische Details

Titel: Introduction to Stochastic Calculus Applied ...

Verlag: CRC Press Inc 01/06/1996

Erscheinungsdatum: 1996

Einband: Hardcover

Zustand: Very Good

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Inhaltsangabe:

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.

Críticas:

"this is one of those books that brilliantly develops mathematical concepts with little or no financial or intuitive motivation. If you already have the math skills and some familiarity with markets and financial engineering, you will love this book! I highly recommend this book" - Glyn A. Holton of Contingency Analysis