Introduction to Stochastic Calculus Applied to Finance - Lamberton, Damien (Universite de Marne-la-Vallee, France) a Lapeyre, Bernard (Ecole Nationale des Ponts et Chaussees, Marne-la-Vallee, France)

Maintaining the lucid style of its popular predecessor, this concise and accessible introduction covers the probabilistic techniques required to understand the most widely used financial models. Along with additional exercises, this edition presents fully updated material on stochastic volatility models and option pricing.