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商品詳細
Quantitative Methods for Finance with Simulations I : An Introduction to Stochastic Analysis and Option Pricing.
・ISBN 978-3-032-12326-8 hard EUR 74.99
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| 著者・編者 | Choe, Geon Ho, |
|---|---|
| シリーズ | Springer Texts in Business and Economics |
| 出版社 | (Springer Nature Switzerland AG, SZ) |
| 出版年月 | 2026 |
| ページ数 | 626 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-19556＞ |
解説
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. Computer simulations in Matlab and Python are provided to illustrate theoretical ideas. Background in mathematics is included in the appendices and the level of familiarity with computer programming is kept to a minimum.