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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.

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SKU: NGS002356
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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.

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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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