Stochastic Analysis for Finance with Simulations
Description
Stochastic Analysis for Finance with Simulations By Choe, Geon Ho Published by Springer Publication Date: 2016-07-22 Subject: Mathematics Applied, Mathematics General, Mathematics Applied, Finance, Finance & Accounting, Stochastics, Applied Mathematics, Economics, Finance, Business And Management, Mathematics, Mathematik, Stochastics, Finance, Mathematics General, Mathematics, General, Mathematics Applied, Applied, Mathematics, Applied Mathematics, Economics, Finance, Business And Management, Stochastic Analysis, Business Mathematics, Mathematics - Applied, Finance & Accounting, Mathematics - General, Anf: Mathematics, General Subject Keywords: Brownian Motion; Stochastic Calculus; Stochastic Differential Equation; Option Pricing; Binomial Tree Method; Martingale Method; Optimal Portfolio; Interest Rate Model; Monte Carlo Method; Time Series; quantitative finance; Black–Scholes–Merton Equation Genre: Stochastics, Finance, Mathematics, General, Mathematics, Applied, Mathematics, Applied Mathematics, Economics, Finance, Business And Management Target Audience: Professional and scholarly
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