Articoli correlati a Quantitative Methods for Finance with Simulations I:...

Quantitative Methods for Finance with Simulations I: An Introduction to Stochastic Analysis and Option Pricing - Rilegato

Libro 190 di 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
Rilegato
ISBN 10: 3032123267 ISBN 13: 9783032123268
Casa editrice: Springer-Verlag GmbH, 2026

Sinossi

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Informazioni sull'autore

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.

Dalla quarta di copertina

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.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer-Verlag GmbH
Data di pubblicazione
2026
Lingua
Inglese
ISBN 10 
3032123267
ISBN 13 
9783032123268
Rilegatura
Copertina rigida
Numero di pagine
672
Contatto del produttore
Springer Nature Customer Service Center GmbH
ProductSafety@springernature.com

Europaplatz 3
Heidelberg
69115
Germania