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Bernard Lapeyre
Introduction to Stochastic Calculus Applied to Finance
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4714003Introduction to Stochastic Calculus Applied to Financehttps://www.gandhi.com.mx/introduction-to-stochastic-calculus-applied-to-finance-9781040064795/phttps://gandhi.vtexassets.com/arquivos/ids/4193837/image.jpg?v=63844648474993000012921292MXNCRC PressInStock/Ebooks/<p>Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of markets and to derive computing methods. 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 as well as a new chapter on credit risk modeling. It contains many numerical experiments and real-world examples taken from the authors own experiences. The book also provides all of the necessary stochastic calculus theory and implements some of the algorithms using SciLab. Key topics covered include martingales, arbitrage, option pricing, and the Black-Scholes model.</p>...4439664Introduction to Stochastic Calculus Applied to Finance12921292https://www.gandhi.com.mx/introduction-to-stochastic-calculus-applied-to-finance-9781040064795/phttps://gandhi.vtexassets.com/arquivos/ids/4193837/image.jpg?v=638446484749930000InStockMXN99999DIEbook20119781040064795_W3siaWQiOiI4YmM1NDZiMS1jYTgwLTQ3ZjktYjE0ZC02MzQ5MTVjMTIyMzciLCJsaXN0UHJpY2UiOjEyOTIsImRpc2NvdW50IjowLCJzZWxsaW5nUHJpY2UiOjEyOTIsImluY2x1ZGVzVGF4Ijp0cnVlLCJwcmljZVR5cGUiOiJXaG9sZXNhbGUiLCJjdXJyZW5jeSI6Ik1YTiIsImZyb20iOiIyMDI1LTA1LTI0VDA0OjAwOjAwWiIsInRvIjoiMjAyNS0wNi0zMFQyMzo1OTo1OVoiLCJyZWdpb24iOiJNWCIsImlzUHJlb3JkZXIiOmZhbHNlfSx7ImlkIjoiNDBlMDk1YmYtZThlNS00NmUxLWE0YzktNGE2MGQ1YjdjYTFmIiwibGlzdFByaWNlIjoxMjE5LCJkaXNjb3VudCI6MCwic2VsbGluZ1ByaWNlIjoxMjE5LCJpbmNsdWRlc1RheCI6dHJ1ZSwicHJpY2VUeXBlIjoiV2hvbGVzYWxlIiwiY3VycmVuY3kiOiJNWE4iLCJmcm9tIjoiMjAyNS0wNy0wMVQwMDowMDowMFoiLCJyZWdpb24iOiJNWCIsImlzUHJlb3JkZXIiOmZhbHNlfV0=9781040064795_<p>Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of markets and to derive computing methods. 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 as well as a new chapter on credit risk modeling. It contains many numerical experiments and real-world examples taken from the authors own experiences. The book also provides all of the necessary stochastic calculus theory and implements some of the algorithms using SciLab. Key topics covered include martingales, arbitrage, option pricing, and the Black-Scholes model.</p>...9781040064795_CRC Presslibro_electonico_9781040064795_9781040064795Bernard LapeyreInglésMéxicohttps://getbook.kobo.com/koboid-prod-public/taylorandfrancis-epub-6417f0d2-7ad1-488c-8dbd-939da3a177c6.epub2011-12-14T00:00:00+00:00CRC Press