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Introduction to Stochastic Calculus Applied to Finance - Paperback

Introduction to Stochastic Calculus Applied to Finance - Paperback

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by Damien Lamberton (Author), Bernard Lapeyre (Author)

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.

Number of Pages: 254
Dimensions: 0.53 x 9.21 x 6.14 IN
Publication Date: January 21, 2023
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