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. . - Chapman & Hall/CRC financial mathematics series. .

Includes bibliographical references (p. 243-250) and index.

1584886269 9781584886266


Investments--Mathematics
Options (Finance)--Mathematical models
Stochastic analysis.

HG4515.3 / .L3613 2008