Quantitative Methods for Finance with Simulations I

An Introduction to Stochastic Analysis and Option Pricing

Online Resource

XXXIII, 601 Seiten

2026
Springer International Publishing (Hersteller)
978-3-032-12327-5 (ISBN)

Erscheint lt. Verlag	23.3.2026
Reihe/Serie	Mathematics and Statistics
	Mathematics and Statistics (R0)
	Springer Texts in Business and Economics
Zusatzinfo	XXXIII, 601 p. 227 illus., 163 illus. in color.
Verlagsort	Cham
Sprache	englisch
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
Schlagworte	Black-Scholes partial differential equation • Brownian motion • computer simulation • Heston model • interest rate modeling • Option pricing • Stochastic Calculus • the martingale method
ISBN-10	3-032-12327-5 / 3032123275
ISBN-13	978-3-032-12327-5 / 9783032123275
Zustand	Neuware