Logotipo librería Marcial Pons
Introduction to stochastic calculus applied to finance

Introduction to stochastic calculus applied to finance

  • ISBN: 9781584886266
  • Editorial: Chapman & Hall Ltd.
  • Lugar de la edición: London. Reino Unido
  • Edición número: 2nd ed
  • Colección: Chapman & Hall/CRC financial mathematics series
  • Encuadernación: Cartoné
  • Medidas: 24 cm
  • Nº Pág.: 249
  • Idiomas: Inglés

Papel: Cartoné
68,83 €
Sin Stock. Disponible en 5/6 semanas.


"Introduction to Stochastic Calculus Applied to Finance, Second Edition" is a new edition of a very popular text in mathematical finance that has been widely embraced internationally. The book has been fully updated, with many sections greatly enhanced, and new material incorporated on stochastic volatility models, options pricing, and credit risk modeling. The book maintains its concise style, which makes it an ideal introductory text for students of mathematical finance, or a quick introduction to researchers and finance practitioners. It covers all the stochastic calculus theory required, as well as many key finance topics, including a new chapter dedicated to credit risk modeling.


Utilizamos cookies propias y de terceros para mejorar nuestros servicios y facilitar la navegación. Si continúa navegando consideramos que acepta su uso.

aceptar más información