Quantitative Methods for Finance with Simulations I
An Introduction to Stochastic Analysis and Option Pricing
Format:Hardback
Publisher:Springer Nature Switzerland AG
Published:7th Sep '26
Should be back in stock very soon

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.
ISBN: 9783032123268
Dimensions: unknown
Weight: unknown
636 pages