Introduction to Stochastic Calculus Applied to Finance, Second Edition

Author:   Damien Lamberton (Universite de Marne-la-Vallee, France) ,  Bernard Lapeyre (Ecole Nationale des Ponts et Chaussees, Marne-la-Vallee, France)
Publisher:   Taylor & Francis Group
ISBN:  

9781322870830


Pages:   252
Publication Date:   01 January 2011
Format:   Electronic book text
Availability:   Available To Order   Availability explained
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Introduction to Stochastic Calculus Applied to Finance, Second Edition


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Author:   Damien Lamberton (Universite de Marne-la-Vallee, France) ,  Bernard Lapeyre (Ecole Nationale des Ponts et Chaussees, Marne-la-Vallee, France)
Publisher:   Taylor & Francis Group
Imprint:   Taylor & Francis Group
ISBN:  

9781322870830


ISBN 10:   1322870837
Pages:   252
Publication Date:   01 January 2011
Audience:   General/trade ,  General
Format:   Electronic book text
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

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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 200


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