Introduction to Stochastic Finance with Market Examples. 2 ed, Hardback

This book presents an introduction to pricing and hedging in discrete and continuous time financial models, emphasizing both analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in finance, covering the basics of stochastic calculus for finance.

• Publisher: Taylor & Francis Ltd
• Author(s): Nicolas (Nanyang Technological University, Singapore) Privault
• Illustration(s): 16 Tables, black and white; 219 Line drawings, black and white; 219 Illustrations, black and white
• Number of pages: 652
• Collection: Chapman and Hall/CRC Financial Mathematics Series
• Publication date: 2022
• Dimensions: 186 x 260 x 44
• Cover type: Hardback