Narrow your search
Listing 1 - 10 of 29 << page
of 3
>>
Sort by
Introduction au calcul stochastique appliqué à la finance
Authors: ---
ISBN: 2729847820 9782729847821 Year: 1997 Publisher: Paris : Ellipses,


Book
An elementary introduction to mathematical finance
Author:
ISBN: 0521192536 9780521192538 1139635581 1139075454 9786613110954 1139077716 1139069691 1139082272 0511921489 1283110954 1139080008 Year: 2011 Publisher: Cambridge: Cambridge university press,

Introduction to stochastic calculus applied to finance
Authors: ---
ISBN: 0412718006 9780412718007 Year: 2000 Publisher: Boca Raton, Fla CRC

Loading...
Export citation

Choose an application

Bookmark

Abstract

In recent years the growing importance of derivative products financial markets has increased the demand for mathematical skills in financial institutions. The purpose of this book is to introduce the mathematical methods of financial modelling to provide a clear explanation of the most useful models.Introduction to Stochastic Calculus begins with an elementary presentation of discrete models, including the Cox-Ross-Rubenstein model.This book will be valued by derivatives trading, marketing, and research divisions of investment banks and other institutions, and also by graduate students and research academics in applied probability and finance theory.

Volatility and Correlation in the pricing of equity, FX and interest-rate options.
Author:
ISBN: 0471899984 Year: 1999 Publisher: New York, Toronto, ... : John Wiley & sons, LTD,


Book
Marchés financiers en temps continu : valorisation et équilibre
Authors: ---
ISBN: 271782684X 9782717826845 Year: 1994 Publisher: Paris: Economica,

Derivatives: the theory and practice of financial engineering
Author:
ISBN: 0471983896 0471983667 9780471983897 Year: 1999 Publisher: Chichester Wiley


Book
Marchés financiers en temps continu: valorisation et équilibre
Authors: ---
ISBN: 9782717837100 2717837108 Year: 1998 Publisher: Paris Economica

Interest-rate option models: understanding, analysing and using models for exotic interest-rate options
Author:
ISBN: 0471979589 9780471979586 Year: 2000 Publisher: New York Wiley

Introduction to stochastic calculus applied to finance.
Authors: ---
ISBN: 9781584886266 9781420009941 1584886269 Year: 2008 Publisher: Boca Raton Chapman and Hall/CRC


Book
An elementary introduction to stochastic interest rate modeling
Author:
ISBN: 9789814390859 9789814390866 9814390852 9786613784322 9814390860 1281603635 Year: 2012 Publisher: Hackensack, N.J. World Scientific

Loading...
Export citation

Choose an application

Bookmark

Abstract

Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of concepts with a focus on explicit calculations. Each chapter is accompanied with exercises and their complete solutions, making the book suitable for advanced undergraduate and graduate level students. This second edition retains the main features of the first edition while incorporating a complete revision of the text as well as additional exercises wi

Listing 1 - 10 of 29 << page
of 3
>>
Sort by