5216914
9781584886266
Introduction to Stochastic Calculus Applied to Finance
by Lamberton, Damien, Lapeyre, Bernard
31245
About this item
- Condition: New
- Provider: LightningBooks Contact
- Provider Rating: 85%
- Ships From: Multiple Locations
- Shipping: Standard, Expedited (tracking available)
- Comments: Fast shipping! All orders include delivery confirmation.
Product details
- ISBN-13: 9781584886266
- ISBN: 1584886269
- Edition: 2
- Publication Date: 2007
- Publisher: C R C Press LLC
AUTHOR
SUMMARY
This introduction covers the probabilistic techniques required to understand the most widely used financial models. This edition presents fully updated material on stochastic volatility models and option pricing as well as a new chapter on credit risk modeling. It contains many numerical experiments, real-world examples, and additional exercises.Lamberton, Damien is the author of 'Introduction to Stochastic Calculus Applied to Finance ', published 2007 under ISBN 9781584886266 and ISBN 1584886269.
[read more]
The ValoreBooks Guarantee
With our dedicated customer support team, you can rest easy knowing that we're doing everything we can to save you time, money, and stress.
