Tell your friends about this item:
Introduction to Stochastic Calculus for Finance: A New Didactic Approach - Lecture Notes in Economics and Mathematical Systems Dieter Sondermann 1st ed. 2006. Corr. 3rd printing 2007 edition
Introduction to Stochastic Calculus for Finance: A New Didactic Approach - Lecture Notes in Economics and Mathematical Systems
Dieter Sondermann
The text presents a quick (but by no means "dirty") road to the tools required for advanced finance in continuous time, including option pricing by martingale methods, term structure models in a HJM-framework and the Libor market model.
138 pages, biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | July 27, 2006 |
| ISBN13 | 9783540348368 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 138 |
| Dimensions | 155 × 235 × 8 mm · 222 g |
| Language | English |