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Книга Introduction to Stochastic Calculus Applied to Finance
![[object Object] «Introduction to Stochastic Calculus Applied to Finance», авторов Бернар Лапейр, Дамьен Ламбертон - фото №1](https://static.yakaboo.ua/media/catalog/product/9/7/9781032477817_0.jpg)
2851 грн
Отправка 05.06.24
Бумажная книга
Покупка по частям от 1000 грн
От 3-6 платежей Monobank
Книга Introduction to Stochastic Calculus Applied to Finance
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 to Stochastic Calculus Applied to Finance, Second Edition incorporates some of these new techniques and concepts to provide an accessible, up-to-date initiation to the field.
New to the Second Edition
Providing all of the necessary stochastic calculus theory, the authors cover many key finance topics, including martingales, arbitrage, option pricing, American and European options, the Black-Scholes model, optimal hedging, and the computer simulation of financial models. They succeed in producing a solid introduction to stochastic approaches used in the financial world.
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20313266
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Описание книги Complements on discrete models, including Rogers' approach to the fundamental theorem of asset pricing and super-replication in incomplete markets
Discussions on local volatility, Dupire's formula, the change of numéraire techniques, forward measures, and the forward Libor model
A new chapter on credit risk modeling
An extension of the chapter on simulation with numerical experiments that illustrate variance reduction techniques and hedging strategies
Additional exercises and problems
Providing all of the necessary stochastic calculus theory, the authors cover many key finance topics, including martingales, arbitrage, option pricing, American and European options, the Black-Scholes model, optimal hedging, and the computer simulation of financial models. They succeed in producing a solid introduction to stochastic approaches used in the financial world.
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 to Stochastic Calculus Applied to Finance, Second Edition incorporates some of these new techniques and concepts to provide an accessible, up-to-date initiation to the field.
New to the Second Edition
Providing all of the necessary stochastic calculus theory, the authors cover many key finance topics, including martingales, arbitrage, option pricing, American and European options, the Black-Scholes model, optimal hedging, and the computer simulation of financial models. They succeed in producing a solid introduction to stochastic approaches used in the financial world.
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2851 грн
Отправка 05.06.24
Бумажная книга
Покупка по частям от 1000 грн
От 3-6 платежей Monobank
Доставка и оплата
Указать город доставки
Чтобы видеть точные условия доставки