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Found 1 from your keywords: subject="Stochastic Calculus"
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