Introduction to Stochastic Calculus for Finance
| Autor: | Dieter Sondermann |
|---|---|
| EAN: | 9783540348375 |
| eBook Format: | |
| Sprache: | Englisch |
| Produktart: | eBook |
| Veröffentlichungsdatum: | 02.12.2006 |
| Untertitel: | A New Didactic Approach |
| Kategorie: | |
| Schlagworte: | Finance Fincancial Economics Libor Market Model Local Times Option Pricing Probability theory Stochastic calculus Term Structure Models |
96,29 €*
Versandkostenfrei
Die Verfügbarkeit wird nach ihrer Bestellung bei uns geprüft.
Bücher sind in der Regel innerhalb von 1-2 Werktagen abholbereit.
Although there are many textbooks on stochastic calculus applied to finance, this volume earns its place with a pedagogical approach. The text presents a quick (but by no means 'dirty') road to the tools required for advanced finance in continuous time, including option pricing by martingale methods, term structure models in a HJM-framework and the Libor market model. The reader should be familiar with elementary real analysis and basic probability theory.
Verwandte Artikel