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Introduction to Stochastic Calculus Applied to Finance - Lamberton, Damien, and Lapeyre, Bernard
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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.

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Introduction to Stochastic Calculus Applied to Finance 2023, CRC Press

ISBN-13: 9781032477817

2nd edition

Trade paperback

Introduction to Stochastic Calculus Applied to Finance 2007, CRC Press, Oxford

ISBN-13: 9781584886266

2nd edition

Hardcover