Lamberton, Damien.

Introduction to stochastic calculus applied to finance [[Book] /] Damien Lamberton, Bernard Lapeyre. - 2nd ed., [New ed.]. - Boca Raton : Chapman & Hall/CRC, 2008. - 253 p. ; 25 cm. - Chapman & Hall/CRC financial mathematics series .

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

9781584886266 1584886269 (alk. paper)


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

332.64530151922

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