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    Introduction to Stochastic Calculus for Finance

Introduction to Stochastic Calculus for Finance

Dieter Sondermann
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      Although there are many textbooks on stochastic calculus applied to finance, this volume earns its place with a pedagogical approach. The text presents a quick (but by no means "dirty") road to the tools required for advanced finance in continuous time, including option pricing by martingale methods, term structure models in a HJM-framework and the Libor market model. The reader should be familiar with elementary real analysis and basic probability theory.
      Format: Paperback / softback CONTRIBUTORS: Dieter Sondermann EAN: 9783540348368 COUNTRY: Germany PAGES: WEIGHT: 490 g HEIGHT: 235 cm
      PUBLISHED BY: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG DATE PUBLISHED: 2007-02-09 CITY: GENRE: BUSINESS & ECONOMICS / General, BUSINESS & ECONOMICS / Economics / Macroeconomics, BUSINESS & ECONOMICS / Statistics, MATHEMATICS / General, MATHEMATICS / Probability & Statistics / General WIDTH: 155 cm SPINE:

      Book Themes:

      Economics, Finance, Business and Management, Economics, Macroeconomics, Finance and the finance industry, Mathematics, Probability and statistics, Stochastics

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      Although there are many textbooks on stochastic calculus applied to finance, this volume earns its place with a pedagogical approach. The text presents a quick (but by no means "dirty") road to the tools required for advanced finance in continuous time, including option pricing by martingale methods, term structure models in a HJM-framework and the Libor market model. The reader should be familiar with elementary real analysis and basic probability theory.
      Format: Paperback / softback CONTRIBUTORS: Dieter Sondermann EAN: 9783540348368 COUNTRY: Germany PAGES: WEIGHT: 490 g HEIGHT: 235 cm
      PUBLISHED BY: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG DATE PUBLISHED: 2007-02-09 CITY: GENRE: BUSINESS & ECONOMICS / General, BUSINESS & ECONOMICS / Economics / Macroeconomics, BUSINESS & ECONOMICS / Statistics, MATHEMATICS / General, MATHEMATICS / Probability & Statistics / General WIDTH: 155 cm SPINE:

      Book Themes:

      Economics, Finance, Business and Management, Economics, Macroeconomics, Finance and the finance industry, Mathematics, Probability and statistics, Stochastics

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      Be the first to write a review
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