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 ]