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About Introduction to stochastic calculus for finance
Although there are many textbooks on stochastic calculus applied to finance, this volume earns its place with a pedagogical approach. The text presents a quick (but by no means "dirty") road to the tools required for advanced finance in continuous time, including option pricing by martingale methods, term structure models in a HJM-framework and the Libor market model. The reader should be familiar with elementary real analysis and basic probability theory.
Detailed Information
| Author: | Dieter Sondermann |
|---|---|
| Publication Year: | 2007 |
| ISBN: | 9783540348375 |
| Pages: | 143 |
| Language: | English |
| File Size: | 0.609 |
| Format: | |
| Price: | FREE |
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