Introduction to stochastic calculus applied to finance
By: Damien Lamberton, Bernard Lapeyre.
Contributors: Lapeyre, Bernard.
Edition: 2nd ed., [New ed.]
Series: Chapman & Hall/CRC financial mathematics series
Publisher: Chapman & Hall/CRC
Published: 2008
Place of publication: Boca Raton
Language: eng
Number of pages: 253
ISBN-13: 9781584886266
Subjects: Investments -- Mathematics; Stochastic analysis; Options (Finance) -- Mathematical models
Work titles: Introduction au calcul stochastique appliqué à la finance.
Notes: Includes bibliographical references (p. 243-250) and index.