Introduction to Stochastic Calculus Applied to Finance

Introduction au calcul stochastique appliqué à la finance
Bok av Damien Lamberton
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, Introduction