Lamberton, Damien.

Introduction to stochastic calculus applied to finance / Damien Lamberton and Bernard Lapeyre ; translated by Nicolas Rabeau and François Mantion. - 1st ed. - London ; New York : Chapman & Hall, 1996. - xi, 185 p. ; 24 cm.

Includes bibliographical references (p. [179]-182) and index.

0412718006

96084905


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

HG4515.3 / .L3613 1996