Introduction to stochastic calculus applied to finance
Introduction to stochastic calculus applied to finance By Damien Lamberton, Bernard Lapeyre, Nicolas Rabeau, Francois Mantion
1996 | 194 Pages | ISBN: 0412718006 | DJVU | 2 MB
1996 | 194 Pages | ISBN: 0412718006 | DJVU | 2 MB
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 modelling 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.