Introduction to Stochastic Finance with Market Examples

Introduction to Stochastic Finance with Market Examples
Author :
Publisher : CRC Press
Total Pages : 663
Release :
ISBN-10 : 9781000778953
ISBN-13 : 1000778959
Rating : 4/5 (53 Downloads)

Book Synopsis Introduction to Stochastic Finance with Market Examples by : Nicolas Privault

Download or read book Introduction to Stochastic Finance with Market Examples written by Nicolas Privault and published by CRC Press. This book was released on 2022-12-13 with total page 663 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to Stochastic Finance with Market Examples, Second Edition presents an introduction to pricing and hedging in discrete and continuous-time financial models, emphasizing both analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in finance, covering the basics of stochastic calculus for finance, and details the techniques required to model the time evolution of risky assets. The book discusses a wide range of classical topics including Black–Scholes pricing, American options, derivatives, term structure modeling, and change of numéraire. It also builds up to special topics, such as exotic options, stochastic volatility, and jump processes. New to this Edition New chapters on Barrier Options, Lookback Options, Asian Options, Optimal Stopping Theorem, and Stochastic Volatility Contains over 235 exercises and 16 problems with complete solutions available online from the instructor resources Added over 150 graphs and figures, for more than 250 in total, to optimize presentation 57 R coding examples now integrated into the book for implementation of the methods Substantially class-tested, so ideal for course use or self-study With abundant exercises, problems with complete solutions, graphs and figures, and R coding examples, the book is primarily aimed at advanced undergraduate and graduate students in applied mathematics, financial engineering, and economics. It could be used as a course text or for self-study and would also be a comprehensive and accessible reference for researchers and practitioners in the field.


Introduction to Stochastic Finance with Market Examples Related Books

Introduction to Stochastic Finance with Market Examples
Language: en
Pages: 663
Authors: Nicolas Privault
Categories: Business & Economics
Type: BOOK - Published: 2022-12-13 - Publisher: CRC Press

DOWNLOAD EBOOK

Introduction to Stochastic Finance with Market Examples, Second Edition presents an introduction to pricing and hedging in discrete and continuous-time financia
Stochastic Finance
Language: en
Pages: 444
Authors: Nicolas Privault
Categories: Business & Economics
Type: BOOK - Published: 2013-12-20 - Publisher: CRC Press

DOWNLOAD EBOOK

Stochastic Finance: An Introduction with Market Examples presents an introduction to pricing and hedging in discrete and continuous time financial models withou
Introduction to Stochastic Finance
Language: en
Pages: 406
Authors: Jia-An Yan
Categories: Mathematics
Type: BOOK - Published: 2018-10-10 - Publisher: Springer

DOWNLOAD EBOOK

This book gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications of martingale methods in pricing and he
Introduction to Stochastic Calculus with Applications
Language: en
Pages: 431
Authors: Fima C. Klebaner
Categories: Mathematics
Type: BOOK - Published: 2005 - Publisher: Imperial College Press

DOWNLOAD EBOOK

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of
Stochastic Finance
Language: en
Pages: 339
Authors: Jan Vecer
Categories: Business & Economics
Type: BOOK - Published: 2011-01-06 - Publisher: CRC Press

DOWNLOAD EBOOK

This classroom-tested text provides a deep understanding of derivative contracts. Unlike much of the existing literature, the book treats price as a number of u