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 ]