Introduction to Stochastic Calculus Applied to Finance, Second Edition (Chapman & Hall/Crc Financial Mathematics Series)
Edition: 2 edition
Publisher: Chapman & Hall/CRC
Published: December 17, 2007
Language: eng
Format: Hardcover
Number of pages: 256
ISBN-13: 9781584886266
Subjects: Calculus & mathematical analysis; Stochastics; Mathematics; Science/Mathematics; Investments & Securities - Futures; Probability & Statistics - General; Mathematics / Statistics; General; Finance
First sentence: The objective of this chapter is to present the main ideas related to option theory within the very simple mathematical framework of discrete-time models.