Introduction to stochastic calculus applied to finance
Auteur :
Lamberton, Damien / Lapeyre, Bernard
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032477817
Date de publication :
21 janv. 2023
Dimensions :
23,4 x 15,6 cm
Poids :
358 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.