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Dati bibliografici

Titolo

Introduction to Stochastic Calculus Applied to Finance

Editore

Chapman and Hall/CRC

Data di pubblicazione

2000

Lingua

Inglese

ISBN 10

0412718006

ISBN 13

9780412718007

Rilegatura

Hardcover

Condizione

Good+

Condizione della sovraccoperta

No Jacket

Cataloghi dei venditori

Finance

Descrizione articolo

Riassunto

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.

Contenuti

Introduction. Discrete-time models. Optimal stopping problem and American options. Brownian motion and stochastic differential equations. The Black-Scholes model. Option pricing and partial differential equations. Interest rate models. Asset models with jumps. Simulation and algorithms for financial models. Appendix. References. Index

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Descrizione libreria

Books that Benefit is part of a fund raising programme I set up to raise money for charity. I do this by collecting donated books from around the UK and then selling the books online through AbeBooks. Apart from the AbeBook fees and postage all the money raised from selling these books goes to various charities, national and local. I personally do not take any money from selling the books.

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