by Carl Chiarella (Author), Carl Chiarella (Author), Christina Sklibosios Nikitopoulos (Author), Xue-Zhong He (Author)
The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling.
Format: Hardcover
Pages: 634
Edition: 2015
Publisher: Springer
Published: 07 Apr 2015
ISBN 10: 3662459051
ISBN 13: 9783662459058