TY  - BOOK
AU  - Lamberton,Damien
AU  - Lapeyre,Bernard
TI  - Introduction to stochastic calculus applied to finance
SN  - 9781584886266 (alk. paper)
U1  - 332.645 22
PY  - 2008///
CY  - Boca Raton
PB  - Chapman & Hall/CRC
KW  - Investments
KW  - Mathematics
KW  - Stochastic analysis
KW  - Options (Finance)
KW  - Mathematical models
N1  - 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
ER  -