Introduction to stochastic calculus applied to finance /
Lamberton, Damien.
Introduction to stochastic calculus applied to finance / Damien Lamberton, Bernard Lapeyre. - 2nd ed., [New ed.] - Boca Raton : Chapman & Hall/CRC, c2008. - 253 p. ; 25 cm. - Chapman & Hall/CRC financial mathematics series .
Includes bibliographical references (p. 243-250) and index.
9781584886266 (alk. paper) 1584886269 (alk. paper)
2007-031483
Investments -- Mathematics.
Stochastic analysis.
Options (Finance) -- Mathematical models.
HG4515.3 / .L3613 2008
332.64530151922 / LAM [ Shelf 5 ]
Introduction to stochastic calculus applied to finance / Damien Lamberton, Bernard Lapeyre. - 2nd ed., [New ed.] - Boca Raton : Chapman & Hall/CRC, c2008. - 253 p. ; 25 cm. - Chapman & Hall/CRC financial mathematics series .
Includes bibliographical references (p. 243-250) and index.
9781584886266 (alk. paper) 1584886269 (alk. paper)
2007-031483
Investments -- Mathematics.
Stochastic analysis.
Options (Finance) -- Mathematical models.
HG4515.3 / .L3613 2008
332.64530151922 / LAM [ Shelf 5 ]