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Introduction to stochastic calculus applied to finance /

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Bibliographic Details
Main Author: Lamberton, Damien
Other Authors: Lapeyre, Bernard
Format: Book
Language:English
Published: Boca Raton : Chapman & Hall/CRC, [2008]
Edition:2nd ed., [New ed.].
Series:Chapman & Hall/CRC financial mathematics series.
Subjects:
Investments > Mathematics.
Stochastic analysis.
Options (Finance) > Mathematical models.
Description
Physical Description:253 pages ; 25 cm.
Bibliography:Includes bibliographical references (pages 243-250) and index.
ISBN:9781584886266 (alk. paper)
1584886269 (alk. paper)