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Strong Taylor Schemes for Stochastic Volatility

Books Related: Stochastic

Product Details:

Hardcover: 550 pages
Publisher: Springer-Verlag (June 30, 2004)
ISBN: 0387401016
Product Dimensions: 9.5 x 6.1 x 1.2 inches
Shipping Weight: 2.1 pounds.


Product Description:

In recent years the growing importance of derivative products financial markets has increased financial institutions' demands for mathematical skills. This book introduces the mathematical methods of financial modelling with clear explanations 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.


Product Details:

Paperback: 170 pages
Publisher: Springer-Verlag Telos; 1st edition (October 15, 2000)
ISBN: 3540679162
Product Dimensions: 0.5 x 5.8 x 9.2 inches

Summary: Index