Introduction to Stochastic Calculus for Finance: A New Didactic Approach (Lecture Notes in Economics and Mathematical Systems)

New
Paperback
2006
$94.51

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.

Synopsis

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.

$94.51

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10 in stock

More Information

Format: Paperback
Pages: 146
Publisher: Springer
Published: 27 Jul 2006
ISBN 10: 3540348360
ISBN 13: 9783540348368