5062330
9783540348368
Useful for mathematicians interested in the methods of modern mathematical finance without prior knowledge of advanced stochastic analysis, this book contains lecture notes on the tools required for advanced finance in continuous time, including option pricing by martingale methods and the Libor market model.Sondermann, Dieter is the author of 'Introduction to Stochastic Calculus for Finance A New Didactic Approach' with ISBN 9783540348368 and ISBN 3540348360.
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