Login       My Wishlist
  My Cart
$0.00 / 0 items
 
HYIP Offer
The Knowledge You Need to Make Smart, Safe Investments
 
International Access
Global Shipping Options Available
Home About Us News Our Blog Our Catalog My Cart My Account Track Shippment Contact Us
  Our Catalog   Futures

Introduction to Stochastic Calculus Applied to Finance, Second Edition (Chapman and Hall/CRC Financial Mathematics Series)


Super Savings Item! Save 40% on the Introduction to Stochastic Calculus Applied to Finance, Second Edition (Chapman and Hall/CRC Financial Mathematics Series) by Damien Lamberton at HYIP Offer. Hurry! Limited time offer. Offer valid only while supplies last. Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more


Product Description

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
  • 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.
  • Additional Information

    Manufacturer:Chapman and Hall/CRC
    Brand:Damien Lamberton
    Publisher:Chapman and Hall/CRC
    Studio:Chapman and Hall/CRC
    EAN:9781584886266
    Item Weight:1.06 pounds
    Item Size:0.63 x 9.21 x 9.21 inches
    Package Weight:1.05 pounds
    Package Size:6.1 x 0.8 x 0.8 inches

    Introduction to Stochastic Calculus Applied to Finance, Second Edition (Chapman and Hall/CRC Financial Mathematics Series) by Damien Lamberton

    Buy Now:
    Introduction to Stochastic Calculus Applied to Finance, Second Edition (Chapman and Hall/CRC Financial Mathematics Series)

    Brand: Damien Lamberton
    4.9 out of 5 stars with 53 reviews
    Condition: New
    Lead Time: 1 - 2 Business Days
    Availability: In Stock
    $94.95
    $57.78
    You Save: 39%


    Quantity:  

     


    View More In Futures.

     


    Have questions about this item, or would like to inquire about a custom or bulk order?


    If you have any questions about this product by Damien Lamberton, contact us by completing and submitting the form below. If you are looking for a specif part number, please include it with your message.

    First Name:
    Last Last:
    Email Address:
    Your Message:

    Related Best Sellers


    ean: 9781118147214, isbn: 1118147219,
    The positive effects of climate change on the market Record-setting snowfall, cyclones in Australia, chronic drought in Russia, and other dramatic weather events are getting increased attention from scientists and the general public. The effects of c...

    ean: 9780136382058, isbn: 0136382053,
    ASIN: B000KWTAD6 Title: Options Markets Publication date: 1985...

    ean: 9780470933084, isbn: 0470933089,
    A guide to using the VIX to forecast and trade markets Known as the fear index, the VIX provides a snapshot of expectations about future stock market volatility and generally moves inversely to the overall stock market. Trading VIX Derivatives will s...

    mpn: illustrations, index, bibliography, ean: 9780136382058, isbn: 0136382053,
    This exploration of options markets blends institutional practice with theoretical research. Discusses theoretical models for the valuation of options and outlines trading strategies for puts and calls....

    ean: 9780470997994, isbn: 0470997990,
    Market Risk Analysis is the most comprehensive, rigorous and detailed resource available on market risk analysis. Written as a series of four interlinked volumes each title is self-contained, although numerous cross-references to other volumes enable...

    ean: 9789768108227, isbn: 9768108223,
    Will be shipped from US. Used books may not include companion materials, may have some shelf wear, may contain highlighting/notes, may not include CDs or access codes. 100% money back guarantee....

    ean: 9780471460671, isbn: 0471460672,
    The first in-depth analysis of pairs tradingPairs trading is a market-neutral strategy in its most simple form.The strategy involves being long (or bullish) one asset and short(or bearish) another. If properly performed, the investor will gainif the ...

    ean: 9780333977064, isbn: 0333977068,
    This book gives a comprehensive and thorough insight into all of today's common methods of modern market risk management including coverage of variance, co-variance, historical simulation, Monte Carlo, 'Greek' ratios, and statistical concepts such as...


    ean: 9780470432020, isbn: 0470432020,
    Praise for Pattern, Price & Time Second Edition "Jim's breadth of knowledge spans futures, Forex, stocks, Gann, charting, price patterns, and the list goes on and on. He is a valued contributor to the TraderPlanet.com community and this book further ...



    Privacy Policy / Terms of Service
    © 2018 - hyipoffer.com. All Rights Reserved.