Introduction to stochastic calculus applied to finance
Auteur :
Lamberton, Damien / Lapeyre, Bernard
Éditeur :
Taylor & Francis Inc
ISBN :
9781584886266
Date de publication :
30 nov. 2007
Dimensions :
23,4 x 15,6 cm
Poids :
500 g
Langue :
Anglais
Pays d'origine :
USA
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.