INTRODUCTION TO STOCHASTIC CALCULUS APPLIED TO FINANCE LAMBERTON LAPEYRE PDF

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View this book online, via DawsonERA, both on- and off-campus. New Search. Search help. Document Supply request. Suggest a purchase. Advanced Search. Available Online. Item is removed from Favorites. Send to. Export BibTeX. EndNote Online. Available online. Full text availability. Introduction to stochastic calculus applied to finance. Lamberton, Damien. Lapeyre, Bernard. Creation Date. Second edition. Front cover; Preface to the second edition; Contents; Introduction; Chapter 1: Discrete-time models; Chapter 2: Optimal stopping problem and American options; Chapter 3: Brownian motion and stochastic di'erentialequations ; Chapter 4: The Black-Scholes model; Chapter 5: Option pricing and partial differential equations; Chapter 6: Interest rate models; Chapter 7: Asset models with jumps; Chapter 8: Credit risk models; Chapter 9: Simulation and algorithms for financial models; Appendix; Bibliography; Back cover.

Investments -- Mathematics. Options Finance -- Mathematical models. Stochastic analysis. Electronic books. Library Catalogue.

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Introduction to Stochastic Calculus Applied to Finance

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Introduction to Stochastic Calculus Applied to Finance

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Lamberton D., Lapeyre P. - Introduction to Stochastic Calculus Applied to Finance

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