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Introduction to Stochastic Calculus for Finance
Dieter Sondermann
€ 116.91
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Description for Introduction to Stochastic Calculus for Finance
Paperback. Presents a 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. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 148 pages, biography. BIC Classification: KC; PB. Category: (UU) Undergraduate. Dimension: 234 x 156 x 8. Weight in Grams: 490.
to Stochastic Calculus for Finance A New Didactic Approach With 6 Figures 123 Prof. Dr. Dieter Sondermann Department of Economics University of Bonn Adenauer Allee 24 53113 Bonn, Germany E-mail: sondermann@uni-bonn. de ISBN-10 3-540-34836-0 Springer Berlin Heidelberg New York ISBN-13 978-3-540-34836-8 Springer Berlin Heidelberg New York This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, speci?cally the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on micro?lm or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only ... Read more
to Stochastic Calculus for Finance A New Didactic Approach With 6 Figures 123 Prof. Dr. Dieter Sondermann Department of Economics University of Bonn Adenauer Allee 24 53113 Bonn, Germany E-mail: sondermann@uni-bonn. de ISBN-10 3-540-34836-0 Springer Berlin Heidelberg New York ISBN-13 978-3-540-34836-8 Springer Berlin Heidelberg New York This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, speci?cally the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on micro?lm or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only ... Read more
Product Details
Format
Paperback
Publication date
2006
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
148
Condition
New
Series
Lecture Notes in Economics and Mathematical Systems
Number of Pages
138
Place of Publication
Berlin, Germany
ISBN
9783540348368
SKU
V9783540348368
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Introduction to Stochastic Calculus for Finance
From the reviews: "It serves as an introduction to stochastic calculus and integration without any measure theoretical background … . In summary the book provides a very readable introduction to mathematical finance. … For a general mathematician it gives a quick insight into the basic concepts of stochastic analysis and mathematical finance and might give ... Read more