Introduction to Stochastic Calculus Applied to Finance
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.
janvier 2023, env. 254 pages, Chapman and Hall/CRC Financial Mathematics Series, Anglais
Taylor and Francis
978-1-03-247781-7
Taylor and Francis
978-1-03-247781-7

