Description: Introduction to Stochastic Calculus Applied to Finance by Damien Lamberton, Bernard Lapeyre Estimated delivery 3-12 business days Format Hardcover Condition Brand New Description 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. Publisher Description 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, Dupires 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. Author Biography Lamberton, Damien; Lapeyre, Bernard Details ISBN 1584886269 ISBN-13 9781584886266 Title Introduction to Stochastic Calculus Applied to Finance Author Damien Lamberton, Bernard Lapeyre Format Hardcover Year 2007 Pages 254 Edition 2nd Publisher Taylor & Francis Inc GE_Item_ID:139813977; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys
Price: 100.94 USD
Location: Fairfield, Ohio
End Time: 2024-12-06T03:04:18.000Z
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Restocking Fee: No
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ISBN-13: 9781584886266
Book Title: Introduction to Stochastic Calculus Applied to Finance
Number of Pages: 254 Pages
Language: English
Publication Name: Introduction to Stochastic Calculus Applied to Finance
Publisher: CRC Press LLC
Publication Year: 2007
Subject: Probability & Statistics / Stochastic Processes, Probability & Statistics / General, Finance / General, General, Investments & Securities / Options
Item Height: 0.8 in
Type: Textbook
Item Weight: 16.8 Oz
Author: Bernard Lapeyre, Damien Lamberton
Item Length: 9.4 in
Subject Area: Mathematics, Business & Economics
Series: Chapman and Hall/Crc Financial Mathematics Ser.
Item Width: 6.4 in
Format: Hardcover
