 |
|
|
Item Details
| Title:
|
INTRODUCTION TO STOCHASTIC CALCULUS APPLIED TO FINANCE
|
| By: |
Damien Lamberton, Bernard Lapeyre |
| Format: |
Hardback |
| List price:
|
£84.99 |
| Our price: |
£76.49 |
| Discount: |
|
| You save:
|
£8.50 |
|
|
|
|
|
| ISBN 10: |
1584886269 |
| ISBN 13: |
9781584886266 |
| Availability: |
Usually dispatched within 3-5 days.
 Delivery
rates
|
| Stock: |
Currently 1item in stock |
| Publisher: |
TAYLOR & FRANCIS INC |
| Pub. date: |
1 October, 2007 |
| Edition: |
2nd Revised edition |
| Series: |
Chapman & Hall/CRC Financial Mathematics Series |
| Pages: |
254 |
| Description: |
Suitable for students of mathematical finance, or a quick introduction to researchers and finance practitioners. This book covers the stochastic calculus theory required, as well as many key finance topics, including a chapter dedicated to credit risk modeling. |
| Synopsis: |
Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of markets and to derive computing methods. Maintaining the lucid style of its popular predecessor, Introduction to Stochastic Calculus Applied to Finance, Second Edition incorporates some of these new techniques and concepts to provide an accessible, up-to-date initiation to the field.New to the Second Edition * Complements on discrete models, including Rogers' approach to the fundamental theorem of asset pricing and super-replication in incomplete markets * Discussions on local volatility, Dupire's formula, the change of numeraire techniques, forward measures, and the forward Libor model * A new chapter on credit risk modeling * An extension of the chapter on simulation with numerical experiments that illustrate variance reduction techniques and hedging strategies * Additional exercises and problems Providing all of the necessary stochastic calculus theory, the authors cover many key finance topics, including martingales, arbitrage, option pricing, American and European options, the Black-Scholes model, optimal hedging, and the computer simulation of financial models. They succeed in producing a solid introduction to stochastic approaches used in the financial world. |
| Publication: |
US |
| Imprint: |
Chapman & Hall/CRC |
| Returns: |
Returnable |
|
|
|
 |
Ramadan and Eid al-Fitr
A celebratory, inclusive and educational exploration of Ramadan and Eid al-Fitr for both children that celebrate and children who want to understand and appreciate their peers who do.
|
|
|
|
|
|
|
|
|
|
|