Stochastic Analysis for Finance with Simulations, 1st ed. 2016 Universitext Series
Auteur : Choe Geon Ho
The author's main interests are simulations of random phenomena in the areas of quantitative finance, random number generators, dynamical systems theory, and information theory. He has published a book titled "Computational Ergodic Theory".
Presents the mathematical methods required for pricing financial derivatives
Encourages hands-on experience and builds intuition by explaining theoretical concepts with computer simulations
Covers mathematical prerequisites, including measure theory, ordinary differential equations, and partial differential equations
Date de parution : 07-2016
Ouvrage de 657 p.
15.5x23.5 cm