Stochastic Analysis for Finance with Simulations (Paperback)

Idioma: inglés

Editorial: Springer International Publishing AG, Cham, 2016

3319255878 / 9783319255873

Serie: Libro 197 de 261 - Universitext

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Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de AmericaGrand Eagle Retail

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Descripción del artículo del vendedor

Paperback. This book is an introduction to stochastic analysis and quantitative finance; it includes both theoretical and computational methods. Topics covered are stochastic calculus, option pricing, optimal portfolio investment, and interest rate models. Also included are simulations of stochastic phenomena, numerical solutions of the BlackScholesMerton equation, Monte Carlo methods, and time series. Basic measure theory is used as a tool to describe probabilistic phenomena. The level of familiarity with computer programming is kept to a minimum. To make the book accessible to a wider audience, some background mathematical facts are included in the first part of the book and also in the appendices. This work attempts to bridge the gap between mathematics and finance by using diagrams, graphs and simulations in addition to rigorous theoretical exposition. Simulations are not only used as the computational method in quantitative finance, but they can also facilitate an intuitive and deeper understanding of theoretical concepts. Stochastic Analysis for Finance with Simulations is designed for readers who want to have a deeper understanding of the delicate theory of quantitative finance by doing computer simulations in addition to theoretical study. It will particularly appeal to advanced undergraduate and graduate students in mathematics and business, but not excluding practitioners in finance industry. This book is an introduction to stochastic analysis and quantitative finance; Stochastic Analysis for Finance with Simulations is designed for readers who want to have a deeper understanding of the delicate theory of quantitative finance by doing computer simulations in addition to theoretical study. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

N° de ref. del artículo 9783319255873

Título
Stochastic Analysis for Finance with Simulations (Paperback)
Autor
Geon Ho Choe
Editorial
Springer International Publishing AG, Cham
Año de publicación
2016
Estado
new
Encuadernación
Paperback
Idioma
inglés
ISBN 10
3319255878
ISBN 13
9783319255873
Edición
1ª Edición
Serie
Libro 197 de 261: Universitext

Grand Eagle Retail

Bensenville, IL, Estados Unidos de America

Vendedor de 5 estrellas

Vendedor de IberLibro desde 12 de octubre de 2005

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