Essentials Of Stochastic Finance Facts Models Theory
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Essentials Of Stochastic Finance
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Author : Albert N. Shiryaev
language : en
Publisher: World Scientific
Release Date : 1999
Essentials Of Stochastic Finance written by Albert N. Shiryaev and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Business & Economics categories.
Readership: Undergraduates and researchers in probability and statistics; applied, pure and financial mathematics; economics; chaos.
Essentials Of Stochastic Finance
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Author : Alʹbert Nikolaevich Shiri͡aev
language : en
Publisher:
Release Date : 1999
Essentials Of Stochastic Finance written by Alʹbert Nikolaevich Shiri͡aev and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Financial engineering categories.
Essentials Stochastic Finance Facts Mo
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Author :
language : en
Publisher:
Release Date : 1999-01-18
Essentials Stochastic Finance Facts Mo written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-01-18 with categories.
Essentials Of Stochastic Finance Facts Models Theory
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Author : Albert N Shiryaev
language : en
Publisher: World Scientific
Release Date : 1999-01-15
Essentials Of Stochastic Finance Facts Models Theory written by Albert N Shiryaev and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-01-15 with Mathematics categories.
This important book provides information necessary for those dealing with stochastic calculus and pricing in the models of financial markets operating under uncertainty; introduces the reader to the main concepts, notions and results of stochastic financial mathematics; and develops applications of these results to various kinds of calculations required in financial engineering. It also answers the requests of teachers of financial mathematics and engineering by making a bias towards probabilistic and statistical ideas and the methods of stochastic calculus in the analysis of market risks.
Stochastic Models Of Financial Mathematics
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Author : Vigirdas Mackevicius
language : en
Publisher: Elsevier
Release Date : 2016-11-08
Stochastic Models Of Financial Mathematics written by Vigirdas Mackevicius and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-08 with Mathematics categories.
This book presents a short introduction to continuous-time financial models. An overview of the basics of stochastic analysis precedes a focus on the Black-Scholes and interest rate models. Other topics covered include self-financing strategies, option pricing, exotic options and risk-neutral probabilities. Vasicek, Cox-Ingersoll-Ross, and Heath-Jarrow-Morton interest rate models are also explored. The author presents practitioners with a basic introduction, with more rigorous information provided for mathematicians. The reader is assumed to be familiar with the basics of probability theory. Some basic knowledge of stochastic integration and differential equations theory is preferable, although all preliminary information is given in the first part of the book. Some relatively simple theoretical exercises are also provided. About continuous-time stochastic models of financial mathematics Black-Sholes model and interest rate models Requiring a minimum knowledge of stochastic integration and stochastic differential equations
Stochastic Calculus For Finance
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Author : Ted Noreux
language : en
Publisher: Nobtrex LLC
Release Date : 2024-05-07
Stochastic Calculus For Finance written by Ted Noreux and has been published by Nobtrex LLC this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-05-07 with Mathematics categories.
"Stochastic Calculus for Finance" offers a comprehensive exploration of the mathematical underpinnings critical to the field of financial engineering. Through its meticulously structured chapters, this book provides readers with an in-depth understanding of stochastic processes, the Ito calculus, stochastic differential equations, and much more, all of which are essential for modeling and decision-making in the uncertain world of financial markets. Starting from the basics and gradually progressing to more complex theories and models, including the seminal Black-Scholes model, interest rate models, and Monte Carlo methods, this book is designed to equip readers with the theoretical knowledge and practical skills needed to excel in financial engineering, risk management, and derivative pricing. Each chapter is rich with detailed explanations, practical examples, and applications that bridge the gap between theory and practice. Intended for graduate students in financial engineering, quantitative finance, and applied mathematics, as well as professionals in the finance industry and researchers seeking a thorough understanding of financial mathematics, "Stochastic Calculus for Finance" serves as an essential guide and comprehensive reference. Embrace the opportunity to demystify the complexities of financial markets through the lens of stochastic calculus with this essential book, ensuring you are well-prepared to tackle the challenges and opportunities in today's financial landscape.
Introduction To Stochastic Finance
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Author : Jia-An Yan
language : en
Publisher:
Release Date : 2018
Introduction To Stochastic Finance written by Jia-An Yan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with Business mathematics categories.
This book gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications of martingale methods in pricing and hedging of contingent claims, interest rate term structure models, and expected utility maximization problems. The general theory of static risk measures, basic concepts and results on markets of semimartingale model, and a numeraire-free and original probability based framework for financial markets are also included. The basic theory of probability and Ito's theory of stochastic analysis, as preliminary knowledge, are presented.--
Elements Of Stochastic Modelling
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Author : Konstantin Borovkov
language : en
Publisher: World Scientific Publishing Company
Release Date : 2014-06-30
Elements Of Stochastic Modelling written by Konstantin Borovkov and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-30 with Mathematics categories.
This is the expanded second edition of a successful textbook that provides a broad introduction to important areas of stochastic modelling. The original text was developed from lecture notes for a one-semester course for third-year science and actuarial students at the University of Melbourne. It reviewed the basics of probability theory and then covered the following topics: Markov chains, Markov decision processes, jump Markov processes, elements of queueing theory, basic renewal theory, elements of time series and simulation. The present edition adds new chapters on elements of stochastic calculus and introductory mathematical finance that logically complement the topics chosen for the first edition. This makes the book suitable for a larger variety of university courses presenting the fundamentals of modern stochastic modelling. Instead of rigorous proofs we often give only sketches of the arguments, with indications as to why a particular result holds and also how it is related to other results, and illustrate them by examples. Wherever possible, the book includes references to more specialised texts on respective topics that contain both proofs and more advanced material. Request Inspection Copy
Derivatives
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Author : Paul Wilmott
language : en
Publisher:
Release Date : 1998-12-08
Derivatives written by Paul Wilmott and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-12-08 with Business & Economics categories.
Accompanying computer optical disc contains 'demos of commercial software, spreadsheets and code illustrating models and methods from the book, cutting-edge research articles..., data document and demo from CrashMetrics, the Value at Risk methodology'. (book)
From Stochastic Calculus To Mathematical Finance
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Author : Yu. Kabanov
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-04-03
From Stochastic Calculus To Mathematical Finance written by Yu. Kabanov and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-04-03 with Mathematics categories.
Dedicated to the Russian mathematician Albert Shiryaev on his 70th birthday, this is a collection of papers written by his former students, co-authors and colleagues. The book represents the modern state of art of a quickly maturing theory and will be an essential source and reading for researchers in this area. Diversity of topics and comprehensive style of the papers make the book attractive for PhD students and young researchers.