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Introduction to Stochastic Calculus Applied to Finance

Language EnglishEnglish
Book Hardback
Book Introduction to Stochastic Calculus Applied to Finance Damien Lamberton
Libristo code: 02247340
Publishers Taylor & Francis Inc, November 2007
Suitable for students of mathematical finance, or a quick introduction to researchers and finance pr... Full description
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146.79 €
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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.

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About the book

Full name Introduction to Stochastic Calculus Applied to Finance
Author Damien Lamberton
Language English
Binding Book - Hardback
Date of issue 2007
Number of pages 254
EAN 9781584886266
ISBN 1584886269
Libristo code 02247340
Publishers Taylor & Francis Inc
Weight 496
Dimensions 165 x 244 x 19

Categories

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Calculus
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Finance & accounting > Finance
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