Quantitative methods for finance with simulations i: an introduction to stochastic analysis and option pricing
Auteur :
Choe, Geon Ho
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783032123268
Date de publication :
18 sept. 2026
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
This self-contained book is the first of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods. This volume covers stochastic analysis, option pricing theory, optimal portfolio investment, and bond pricing.