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Introduction to Stochastic Calculus for Finance

Introduction to Stochastic Calculus for Finance

Dieter Sondermann

122,27 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2007
Materia
Finanzas
ISBN:
9783540348368
122,27 €
IVA incluido
Disponible

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Sobre IBD

Although there are many textbooks on stochastic calculus applied to finance, this volume earns its place with a pedagogical approach. The text presents a quick (but by no means 'dirty') road to the tools required for advanced finance in continuous time, including option pricing by martingale methods, term structure models in a HJM-framework and the Libor market model. The reader should be familiar with elementary real analysis and basic probability theory.

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