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Introduction to Stochastic Calculus Applied to Finance

Introduction to Stochastic Calculus Applied to Finance

Bernard Lapeyre / Damien Lamberton

169,26 €
IVA incluido
Disponible
Editorial:
Taylor & Francis Ltd
Año de edición:
2007
Materia
Matemáticas
ISBN:
9781584886266
169,26 €
IVA incluido
Disponible

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Sobre IBD

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.

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