Introduction to Stochastic Calculus Applied to Finance is popular PDF and ePub book, written by Damien Lamberton in 2011-12-14, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Introduction to Stochastic Calculus Applied to Finance can be Read Online from any device for your convenience.
Introduction to Stochastic Calculus Applied to Finance Book PDF Summary
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, this concise and accessible introduction covers the probabilistic techniques required to understand the most widely used financial models. Along with additional exercises, this edition presents fully updated material on stochastic volatility models and option pricing as well as a new chapter on credit risk modeling. It contains many numerical experiments and real-world examples taken from the authors' own experiences. The book also provides all of the necessary stochastic calculus theory and implements some of the algorithms using SciLab. Key topics covered include martingales, arbitrage, option pricing, and the Black-Scholes model.
Detail Book of Introduction to Stochastic Calculus Applied to Finance PDF
- Author : Damien Lamberton
- Release : 14 December 2011
- Publisher : CRC Press
- ISBN : 9781420009941
- Genre : Business & Economics
- Total Page : 253 pages
- Language : English
- PDF File Size : 17,7 Mb
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