Introduction to stochastic calculus applied to finance
Damien Lamberton; Bernard Lapeyre
| Year of publication: |
2008 ; 2. ed.
|
|---|---|
| Authors: | Lamberton, Damien ; Lapeyre, Bernard |
| Publisher: |
Boca Raton [u.a.] : Chapman & Hall, CRC |
| Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Finanzmathematik | Mathematical finance | Theorie | Theory | Stochastik |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | 253 S. 24 cm |
|---|---|
| Series: | Chapman & Hall/CRC financial mathematics series. - Boca Raton, Fla. [u.a.] : Chapman & Hall/CRC, ZDB-ID 2261427-8. - Vol. [11] |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Previous ed.: London: Chapman & Hall, 1996 Literaturverz. S. 243 - 250 |
| ISBN: | 1-58488-626-9 ; 978-1-58488-626-6 |
| Classification: | Investition, Finanzierung ; Wahrscheinlichkeitsrechnung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003427489