Introduction to Stochastic Calculus Applied to Finance, Second Edition (Chapman & Hall/Crc Financial Mathematics Series)
Publisher: Chapman & Hall/CRC
Number of Pages: 256
Published: 2007-11-30
List price: $69.95
ISBN-10: 1584886269
ISBN-13: 9781584886266
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 R...