Lamberton, Damien. <br/><br/>
Introduction to stochastic calculus applied to finance / 
Damien Lamberton, Bernard Lapeyre. 
 - 2nd ed. 
 - Boca Raton :  Chapman & Hall/CRC,  2008 
 - 253 p. ;  25 cm. 
<br/><br/>Front cover; Preface to the second edition; Contents; Introduction; Chapter 1: Discrete-time models; Chapter 2: Optimal stopping problem and American options; Chapter 3: Brownian motion and stochastic di˙erentialequations; Chapter 4: The Black-Scholes model; Chapter 5: Option pricing and partial differential equations; Chapter 6: Interest rate models; Chapter 7: Asset models with jumps; Chapter 8: Credit risk models; Chapter 9: Simulation and algorithms for financial models; Appendix; Bibliography; Back cover 
<br/><br/><label>ISBN: </label>9781584886266 (alk. paper) 1584886269 (alk. paper) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Investments--Mathematics.<br/>Stochastic analysis.<br/>Options (Finance)--Mathematical models.
<br/><br/><label>Dewey Class. No.: </label>332.645  / L223