Introduction to Stochastic Calculus Applied to Finance - 9781032477817

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.

• | : Damien Lamberton, Bernard Lapeyre (Ecole Nationale des Ponts Chaussees, France)
• | Publisher: Taylor & Francis Ltd
• | Publication Date: Jan 21, 2023
• | Country of Publication: United Kingdom
• | Number of Pages: 254 pages
• | Language: Unknown
• | Binding: Paperback / softback
• | ISBN-10: 1032477814
• | ISBN-13: 9781032477817