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Found 2 from your keywords: author=Geon Ho Choe
cover
Stochastic Analysis for Finance with Simulations
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Geon Ho Choe

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 seri…

Edition
1
ISBN/ISSN
978-3-319-25589-7
Collation
-
Series Title
82 b/w illustrations, 107 illustrations in colour
Call Number
XXXII, 657
cover
Stochastic Analysis for Finance with Simulations
Comment Share
Geon Ho Choe

This book is an introduction to stochastic analysis and quantitative finance, including theoretical and computational methods, for advanced undergraduate and graduate students in mathematics and business, but not excluding practitioners in finance industry. The book is designed for readers who want to have a deeper understanding of the delicate theory of quantitative finance by doing computer…

Edition
-
ISBN/ISSN
978-3-319-25589-7
Collation
-
Series Title
-
Call Number
-