Hardcover: 550 pages
Publisher: Springer-Verlag (June 30, 2004)
Product Dimensions: 9.5 x 6.1 x 1.2 inches
Shipping Weight: 2.1 pounds.
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.
Paperback: 170 pages
Publisher: Springer-Verlag Telos; 1st edition (October 15, 2000)
Product Dimensions: 0.5 x 5.8 x 9.2 inches