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Stochastic Analysis for Finance with Simulations
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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.
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.
Additional information
| Book Format | Hardcover, Softcover |
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Book information
Edition
1st Edition
ISBN [Softcover]
9783319255873
Publisher
Springer
Year
2016
Pages
XXXII, 657 p.
Series Title
Universitext
Language
English

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