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Quantitative Methods for Finance with Simulations I: An Introduction to Stochastic Analysis and Option Pricing (Springer Texts in Business and Economics) - Tapa dura

Libro 190 de 190: Springer Texts in Business and Economics

Choe, Geon Ho

 
9783032123268: Quantitative Methods for Finance with Simulations I: An Introduction to Stochastic Analysis and Option Pricing (Springer Texts in Business and Economics)
Tapa dura
ISBN 10: 3032123267 ISBN 13: 9783032123268
Editorial: Springer-Verlag GmbH, 2026

Sinopsis

This self-contained book is the first of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods. This volume covers stochastic analysis, option pricing theory, optimal portfolio investment, and bond pricing. Computer simulations in Matlab and Python are provided to illustrate theoretical ideas. Background in mathematics is included in the appendices and the level of familiarity with computer programming is kept to a minimum.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

Geon Ho Choe is Emeritus Professor at the Korea Advanced Institute of Science and Technology (KAIST). He obtained his PhD in Mathematics at the University of California, Berkeley, in 1987. In a career spanning several decades, he supervised 21 PhD students. He is the author of the books Computational Ergodic Theory (Springer, 2005) and Stochastic Analysis for Finance with Simulations (Springer, 2016). He received the 2022 Korean Mathematical Society Education Award.

De la contraportada

This self-contained book is the first of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods.

This volume covers stochastic analysis, option pricing theory, optimal portfolio investment, and bond pricing. Computer simulations in Matlab and Python are provided to illustrate theoretical ideas. Background in mathematics is included in the appendices and the level of familiarity with computer programming is kept to a minimum.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer-Verlag GmbH
Año de publicación
2026
Idioma
Inglés
ISBN 10 
3032123267
ISBN 13 
9783032123268
Encuadernación
Tapa dura
Número de páginas
636
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