Erschienen: 22.07.2016 Abbildung von Choe | Stochastic Analysis for Finance with Simulations | 1. Auflage | 2016 | beck-shop.de

Choe

Stochastic Analysis for Finance with Simulations

lieferbar (3-5 Tage)

80,24 €

Preisangaben inkl. MwSt. Abhängig von der Lieferadresse kann die MwSt. an der Kasse variieren. Weitere Informationen

auch verfügbar als eBook (PDF) für 80.24 €

Fachbuch

Buch. Softcover

1st ed. 2016. 2016

xxxii, 657 S. 82 s/w-Abbildungen, 107 Farbabbildungen, 37 s/w-Tabelle, Bibliographien.

In englischer Sprache

Springer. ISBN 978-3-319-25587-3

Format (B x L): 15,5 x 23,5 cm

Gewicht: 10292 g

Das Werk ist Teil der Reihe: Universitext

Produktbeschreibung

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 Black–Scholes–Merton 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.

Top-Produkte dieser Kategorie

Unsere Empfehlungen für Sie

Ihre zuletzt angesehenen Produkte

Autoren

  • Rezensionen

    Dieses Set enthält folgende Produkte:
      Auch in folgendem Set erhältlich:
      • nach oben

        Ihre Daten werden geladen ...