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Introduction to Stochastic Calculus Applied to Finance (Stochastic Modeling) by Damien Lamberton and Bernard Lapeyre is a mathematics available to read on EtoBox.

What is Introduction to Stochastic Calculus Applied to Finance (Stochastic Modeling) about?

In recent years the growing importance of derivative products financial markets has increased financial institutions' demands for mathematical skills. This book introduces the mathematical methods of financial modeling with clear explanations of the most useful models. Introduction to Stochastic Calculus begins with an elementary presentation of discrete models, including the Cox-Ross-Rubenstein model. This book will be valued by derivatives trading, marketing, and research divisions of investment banks and other institutions, and also by graduate students and research academics in applied probability and finance theory.

Who reads Introduction to Stochastic Calculus Applied to Finance (Stochastic Modeling)?

Author

Damien Lamberton and Bernard Lapeyre

Publisher

Springer

Published

1996

Language

EN

ISBN

9780412718007

Category

mathematics

Subjects

Economics, Finance, Mathematics

Rating

4.4 / 5 (10 ratings)

Updated

2026-03-14