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Introduction to Stochastic Calculus Applied to Finance
Paperback
Series: Chapman and Hall/CRC Financial Mathematics
Investing & FinanceCalculusProbability & Statistics
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
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.
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