000			01272cam a2200253 a 4500
999			_c17743 _d17743
001			14947992
005			20200606110410.0
008			070731s2008 flu b 001 0 eng
020			_a9781584886266 (alk. paper)
020			_a1584886269 (alk. paper)
040			_cDLC
082	0	0	_a332.645 _222 _bL223
100	1		_aLamberton, Damien.
245	1	0	_aIntroduction to stochastic calculus applied to finance / _cDamien Lamberton, Bernard Lapeyre.
250			_a2nd ed.
260			_aBoca Raton : _bChapman & Hall/CRC, _c2008
300			_a253 p. ; _c25 cm.
650		0	_aInvestments _xMathematics.
650		0	_aStochastic analysis.
650		0	_aOptions (Finance) _xMathematical models.
700	1		_aLapeyre, Bernard.
942			_cBK
505	0		_aFront 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