Damien Lamberton's Books

Introduction to Stochastic Calculus Applied to Finance

By: Damien Lamberton,Bernard Lapeyre

Write a review Read reviews Take a Quiz Solve Book Puzzle

Introduction to Stochastic Calculus Applied to Finance

By: Damien Lamberton,Bernard Lapeyre

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.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

253

Publisher

CRC Press

Published Date

ISBN 10

142000994X

ISBN 13

9781420009941

Introduction to Stochastic Calculus Applied to Finance, Second Edition

By: Damien Lamberton,Bernard Lapeyre

Write a review Read reviews Take a Quiz Solve Book Puzzle

Introduction to Stochastic Calculus Applied to Finance, Second Edition

By: Damien Lamberton,Bernard Lapeyre

In recent years the growing importance of derivative products financial markets has increased financial institutions' demands for mathematical skills. This book introduces the mathematical methods of financial modeling with clear explanations of the most useful models. Introduction to Stochastic Calculus begins with an elementary presentation of discrete models, including the Cox-Ross-Rubenstein model. This book will be valued by derivatives trading, marketing, and research divisions of investment banks and other institutions, and also by graduate students and research academics in applied probability and finance theory.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

202

Publisher

CRC Press

Published Date

ISBN 10

0412718006

ISBN 13

9780412718007

Introduction to Stochastic Calculus Applied to Finance

By: Damien Lamberton,Bernard Lapeyre

Write a review Read reviews Take a Quiz Solve Book Puzzle

Introduction to Stochastic Calculus Applied to Finance

By: Damien Lamberton,Bernard Lapeyre

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

253

Publisher

CRC Press

Published Date

ISBN 10

142000994X

ISBN 13

9781420009941

Book's by Damien Lamberton

Introduction to Stochastic Calculus Applied to Finance

Introduction to Stochastic Calculus Applied to Finance

Introduction to Stochastic Calculus Applied to Finance, Second Edition

Introduction to Stochastic Calculus Applied to Finance, Second Edition

Introduction to Stochastic Calculus Applied to Finance

Introduction to Stochastic Calculus Applied to Finance

Username

Password

Username

Password

Password again

Birthday

Email