Introduction to stochastic calculus applied to finance
By: Damien Lamberton and Bernard Lapeyre ; translated by Nicolas Rabeau and François Mantion.
Contributors: Lapeyre, Bernard.
Edition: 1st ed.
Publisher: Chapman & Hall
Published: 1996
Place of publication: London; New York
Language: eng
Number of pages: 185
Subjects: Investments -- Mathematics; Stochastic analysis; Options (Finance) -- Mathematical models
Notes: Includes bibliographical references (p. [179]-182) and index.