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.
Januar 2023, ca. 254 Seiten, Chapman and Hall/CRC Financial Mathematics Series, Englisch
Taylor and Francis
978-1-03-247781-7
Taylor and Francis
978-1-03-247781-7

