Introduction to Stochastic Calculus Applied to Finance

Introduction to Stochastic Calculus Applied to Finance
Author :
Publisher : CRC Press
Total Pages : 254
Release :
ISBN-10 : 9781420009941
ISBN-13 : 142000994X
Rating : 4/5 (94X Downloads)

Book Synopsis Introduction to Stochastic Calculus Applied to Finance by : Damien Lamberton

Download or read book Introduction to Stochastic Calculus Applied to Finance written by Damien Lamberton and published by CRC Press. This book was released on 2011-12-14 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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


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