Introduction to Stochastic Calculus Applied to Finance
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Published By Chapman And Hall/CRC

9780429121081

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Option pricing and partial diﬀerential equations

Introduction to Stochastic Calculus Applied to Finance ◽

10.1201/9781420009941-8 ◽

2011 ◽

pp. 124-149

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Option Pricing ◽

Partial Differential

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Optimal stopping problem and American options

Introduction to Stochastic Calculus Applied to Finance ◽

10.1201/9781420009941-5 ◽

2011 ◽

pp. 38-51

Keyword(s):

Optimal Stopping ◽

American Options ◽

Optimal Stopping Problem

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Discrete-time models

Introduction to Stochastic Calculus Applied to Finance ◽

10.1201/9781420009941-4 ◽

2011 ◽

pp. 16-37

Keyword(s):

Discrete Time ◽

Discrete Time Models

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Brownian motion and stochastic diﬀerential equations

Introduction to Stochastic Calculus Applied to Finance ◽

10.1201/9781420009941-6 ◽

2011 ◽

pp. 52-87

Keyword(s):

Brownian Motion ◽

Differential Equations ◽

Stochastic Differential Equations

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Introduction

Introduction to Stochastic Calculus Applied to Finance ◽

10.1201/9781420009941-3 ◽

2011 ◽

pp. 10-15

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Contents

Introduction to Stochastic Calculus Applied to Finance ◽

10.1201/9781420009941-2 ◽

2011 ◽

pp. 8-9

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Credit risk models

Introduction to Stochastic Calculus Applied to Finance ◽

10.1201/9781420009941-11 ◽

2011 ◽

pp. 196-207

Keyword(s):

Credit Risk ◽

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Interest rate models

Introduction to Stochastic Calculus Applied to Finance ◽

10.1201/9781420009941-9 ◽

2011 ◽

pp. 150-173

Keyword(s):

Interest Rate ◽

Interest Rate Models

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Preface to the second edition

Introduction to Stochastic Calculus Applied to Finance ◽

10.1201/9781420009941-1 ◽

2011 ◽

pp. 6-7

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The Black-Scholes model

Introduction to Stochastic Calculus Applied to Finance ◽

10.1201/9781420009941-7 ◽

2011 ◽

pp. 88-123

Keyword(s):

Black Scholes Model ◽

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