Introduction to stochastic finance with market examples

"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...

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Tác giả chính:	Privault, Nicolas
Định dạng:	Sách
Ngôn ngữ:	English
Thông tin xuất bản:	CRC Press
Chủ đề:	Finance Hedging Stochastic analysis Securities Prices Mathematical models
Truy cập trực tuyến:	https://thuvienso.hoasen.edu.vn/handle/123456789/13230
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spelling	oai:https:--thuvienso.hoasen.edu.vn:123456789-132302023-10-25T07:18:35Z Introduction to stochastic finance with market examples Privault, Nicolas Finance Hedging Stochastic analysis Securities Prices Mathematical models "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 modelling, 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. 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" Provided by publisher. 2nd edition 2023 Book 978-1-003-29867-0 https://thuvienso.hoasen.edu.vn/handle/123456789/13230 en x, 652 p. : ill. application/pdf application/pdf CRC Press
institution	Trường Đại học Hoa Sen
collection	DSpaceHS
language	English
topic	Finance Hedging Stochastic analysis Securities Prices Mathematical models
spellingShingle	Finance Hedging Stochastic analysis Securities Prices Mathematical models Privault, Nicolas Introduction to stochastic finance with market examples
description	"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 modelling, 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. 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" Provided by publisher.
format	Book
author	Privault, Nicolas
author_facet	Privault, Nicolas
author_sort	Privault, Nicolas
title	Introduction to stochastic finance with market examples
title_short	Introduction to stochastic finance with market examples
title_full	Introduction to stochastic finance with market examples
title_fullStr	Introduction to stochastic finance with market examples
title_full_unstemmed	Introduction to stochastic finance with market examples
title_sort	introduction to stochastic finance with market examples
publisher	CRC Press
url	https://thuvienso.hoasen.edu.vn/handle/123456789/13230
work_keys_str_mv	AT privaultnicolas introductiontostochasticfinancewithmarketexamples
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Introduction to stochastic finance with market examples

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