Articoli correlati a Stochastic Calculus & Itô Processes in Quantitati...
Stochastic Calculus & Itô Processes in Quantitative Finance: Pathwise Solutions, Malliavin Calculus, and High-Dimensional Applications - Brossura
Sinossi
Reactive Publishing
This book provides a rigorous and modern treatment of stochastic calculus and Itô processes with a focus on quantitative finance applications. It emphasizes pathwise solutions, Malliavin calculus, and techniques for high-dimensional problems.
The text develops the core theory of stochastic integration and differential equations, then progresses to advanced topics including pathwise approaches to stochastic analysis, Malliavin’s stochastic calculus of variations, and methods suitable for high-dimensional financial modeling. Particular attention is given to the mathematical foundations required for derivative pricing, risk management, and Monte Carlo methods in complex market environments.
Key areas covered include:
- Foundations of stochastic calculus and Itô processes
- Pathwise solutions and rough path theory connections
- Malliavin calculus and its applications to sensitivity analysis and stochastic optimization
- High-dimensional stochastic modeling techniques relevant to modern quantitative finance
- Numerical and theoretical tools for practical implementation
Written for graduate students, researchers, and quantitative professionals in finance and applied mathematics, this volume bridges classical stochastic analysis with contemporary challenges in quantitative finance. The presentation balances mathematical precision with financial relevance, making it suitable for both theoretical study and advanced modeling work.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Risultati della ricerca per Stochastic Calculus & Itô Processes in Quantitati...
Foto dell'editore
Stochastic Calculus & Ito? Processes in Quantitative Finance: Pathwise Solutions, Malliavin Calculus, and High-Dimensional Applications
Print on DemandDa: California Books, Miami, FL, U.S.A.
Valutazione del venditore 4 su 5 stelle
Condizione: New. Print on Demand. Codice articolo I-9798199651936
Compra nuovo
EUR 38,97
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Stochastic Calculus and Ito Processes in Quantitative Finance
Da: PBShop.store US, Wood Dale, IL, U.S.A.
Valutazione del venditore 5 su 5 stelle
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000. Codice articolo L2-9798199651936
Compra nuovo
EUR 43,25
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Stochastic Calculus and Ito Processes in Quantitative Finance
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
Valutazione del venditore 5 su 5 stelle
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000. Codice articolo L2-9798199651936
Compra nuovo
EUR 39,48
Spedizione EUR 5,85
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Stochastic Calculus & Ito¿ Processes in Quantitative Finance : Pathwise Solutions, Malliavin Calculus, and High-Dimensional Applications
Da: AHA-BUCH GmbH, Einbeck, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. Neuware - Reactive PublishingThis book provides a rigorous and modern treatment of stochastic calculus and Itô processes with a focus on quantitative finance applications. It emphasizes pathwise solutions, Malliavin calculus, and techniques for high-dimensional problems.The text develops the core theory of stochastic integration and differential equations, then progresses to advanced topics including pathwise approaches to stochastic analysis, Malliavin's stochastic calculus of variations, and methods suitable for high-dimensional financial modeling. Particular attention is given to the mathematical foundations required for derivative pricing, risk management, and Monte Carlo methods in complex market environments.Key areas covered include: - Foundations of stochastic calculus and Itô processes- Pathwise solutions and rough path theory connections- Malliavin calculus and its applications to sensitivity analysis and stochastic optimization- High-dimensional stochastic modeling techniques relevant to modern quantitative finance- Numerical and theoretical tools for practical implementationWritten for graduate students, researchers, and quantitative professionals in finance and applied mathematics, this volume bridges classical stochastic analysis with contemporary challenges in quantitative finance. The presentation balances mathematical precision with financial relevance, making it suitable for both theoretical study and advanced modeling work. Codice articolo 9798199651936
Compra nuovo
EUR 55,66
Spedizione EUR 30,50
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 2 disponibili
Foto dell'editore
Stochastic Calculus & Ito Processes in Quantitative Finance (Paperback)
Print on DemandDa: CitiRetail, Stevenage, Regno Unito
Valutazione del venditore 5 su 5 stelle
Paperback. Condizione: new. Paperback. Reactive PublishingThis book provides a rigorous and modern treatment of stochastic calculus and Ito processes with a focus on quantitative finance applications. It emphasizes pathwise solutions, Malliavin calculus, and techniques for high-dimensional problems.The text develops the core theory of stochastic integration and differential equations, then progresses to advanced topics including pathwise approaches to stochastic analysis, Malliavin's stochastic calculus of variations, and methods suitable for high-dimensional financial modeling. Particular attention is given to the mathematical foundations required for derivative pricing, risk management, and Monte Carlo methods in complex market environments.Key areas covered include: Foundations of stochastic calculus and Ito processesPathwise solutions and rough path theory connectionsMalliavin calculus and its applications to sensitivity analysis and stochastic optimizationHigh-dimensional stochastic modeling techniques relevant to modern quantitative financeNumerical and theoretical tools for practical implementationWritten for graduate students, researchers, and quantitative professionals in finance and applied mathematics, this volume bridges classical stochastic analysis with contemporary challenges in quantitative finance. The presentation balances mathematical precision with financial relevance, making it suitable for both theoretical study and advanced modeling work. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Codice articolo 9798199651936
Compra nuovo
EUR 43,78
Spedizione EUR 43,11
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 1 disponibili