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  <titleInfo>
    <title>Introduction to stochastic calculus applied to finance</title>
  </titleInfo>
  <titleInfo type="uniform">
    <title>Introduction au calcul stochastique applique a la finance. English</title>
  </titleInfo>
  <name type="personal">
    <namePart>Lamberton, Damien.</namePart>
    <role>
      <roleTerm authority="marcrelator" type="text">creator</roleTerm>
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  <name type="personal">
    <namePart>Lapeyre, Bernard.</namePart>
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    <place>
      <placeTerm type="text">Boca Raton</placeTerm>
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    <publisher>Chapman &amp; Hall/CRC</publisher>
    <dateIssued>c2008</dateIssued>
    <dateIssued encoding="marc">2008</dateIssued>
    <edition>2nd ed., [New ed.]</edition>
    <issuance>monographic</issuance>
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  <language>
    <languageTerm authority="iso639-2b" type="code">eng</languageTerm>
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  <physicalDescription>
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    <extent>253 p. ; 25 cm.</extent>
  </physicalDescription>
  <note type="statement of responsibility">Damien Lamberton, Bernard Lapeyre.</note>
  <note>Includes bibliographical references (p. 243-250) and index.</note>
  <subject authority="lcsh">
    <topic>Investments</topic>
    <topic>Mathematics</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Options (Finance)</topic>
    <topic>Mathematical models</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Stochastic analysis</topic>
  </subject>
  <classification authority="lcc">HG4515.3 .L3613 2008</classification>
  <relatedItem type="series">
    <titleInfo>
      <title>Chapman &amp; Hall/CRC financial mathematics series</title>
    </titleInfo>
  </relatedItem>
  <identifier type="isbn">1584886269</identifier>
  <identifier type="isbn">9781584886266</identifier>
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