Quantitative Methods for Finance with Simulations I

An Introduction to Stochastic Analysis and Option Pricing

Geon Ho Choe author

Format:Hardback

Publisher:Springer Nature Switzerland AG

Published:7th Sep '26

Should be back in stock very soon

Quantitative Methods for Finance with Simulations I cover

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