|
||||||||||||||||||||||||||||||||||||||
|
2 Reviews
|
Average Customer Review
Share your thoughts with other customers
Create your own review
|
|
1 of 1 people found the following review helpful:
5.0 out of 5 stars
very nice book indeed
I honestly do not agree with the previous reviewer. I had the chance to take a glimpse at a copy of it in London (and I immediately bought it) for mainly two reasons: I liked the Monte Carlo treatment (i.e. the rigorous definition of realization of a r.v. and then the variance reduction techniques) that is in general only sketched in other stochastic finance textbooks...
Published on December 24, 2008 by Matteo Camaggi
|
 |
2 of 3 people found the following review helpful:
2.0 out of 5 stars
For beginners only
If you know calculus, there are better books around to learn stochastic processes applied to finance. Its just very basic introductory book.
Published on July 7, 2005 by Sandesh S. Salvi
|
|
Most Helpful First | Newest First
|
|
1 of 1 people found the following review helpful:
5.0 out of 5 stars
very nice book indeed,
By
This review is from: Stochastic Processes with Applications to Finance (Hardcover)
I honestly do not agree with the previous reviewer. I had the chance to take a glimpse at a copy of it in London (and I immediately bought it) for mainly two reasons: I liked the Monte Carlo treatment (i.e. the rigorous definition of realization of a r.v. and then the variance reduction techniques) that is in general only sketched in other stochastic finance textbooks (e.g. Lamberton and Lapeyre's ,Dana and Jeanblanc's or totally absent in others) and then a very nice detail on SDEs on page 206-207, useful for Heston's model, that uses Yamada and Watanabe's 1-dimensional existence result. Then Ito, Girsanov, Feynman-Kac, models with jumps.... it's all there! For beginners??? Nah nah nah... I do not think so! Five stars, all deserved.
2 of 3 people found the following review helpful:
2.0 out of 5 stars
For beginners only,
This review is from: Stochastic Processes with Applications to Finance (Hardcover)
If you know calculus, there are better books around to learn stochastic processes applied to finance. Its just very basic introductory book.
|
|
Most Helpful First | Newest First
|
|
Stochastic Processes with Applications to Finance by Masaaki Kijima (Hardcover - July 29, 2002)
$104.95
In Stock | |
 
| ||
