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Introduction to Stochastic Calculus Applied to Finance

Introduction to Stochastic Calculus Applied to Finance

Paperback

Series: Chapman and Hall/CRC Financial Mathematics

Investing & FinanceCalculusProbability & Statistics

ISBN10: 1032477814
ISBN13: 9781032477817
Publisher: CRC Press
Published: Jan 21 2023
Pages: 254
Weight: 0.79
Height: 0.53 Width: 6.14 Depth: 9.21
Language: English
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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