Stochastic Calculus for Finance: A Practical Guide for Quantitative Analysts and Traders: 1 (Practical Guides for Quantitative Analysts and Traders) - Tapa blanda

Stochastic Calculus for Finance (Paperback)

Paperback. Condición: new. Paperback. Reactive Publishing Unlock the power of stochastic calculus in quantitative finance with this comprehensive, practical guide. Whether you're a trader, financial engineer, or quant, mastering stochastic processes is essential for pricing derivatives, managing risk, and developing algorithmic trading strategies.This book covers: Brownian motion & stochastic processes - The foundation of modern financial modelingIto calculus & stochastic differential equations (SDEs) - Key tools for derivative pricingThe Black-Scholes model & risk-neutral pricing - Understand the math behind optionsJump diffusion & mean-reverting models - Improve volatility forecastingNumerical methods & Monte Carlo simulations - Real-world applications in PythonHeston model & stochastic volatility - More accurate option pricing strategiesFeaturing real-world case studies, Python code examples, and step-by-step solutions, this book bridges the gap between theoretical concepts and practical implementation.Who This Book is For: Quantitative Analysts & Traders - Improve your models and trading algorithmsFinancial Engineers & Risk Managers - Gain deeper insights into pricing and hedgingStudents & Academics - A must-have resource for mastering stochastic calculus in financeTake your financial modeling skills to the next level-get your copy today! Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Nº de ref. del artículo: 9798312069730

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