Quantitative Methods for Finance with Simulations I
portes grátis
Quantitative Methods for Finance with Simulations I
An Introduction to Stochastic Analysis and Option Pricing
Choe, Geon Ho
Springer Nature Switzerland AG
05/2026
601
Dura
Inglês
9783032123268
Pré-lançamento - envio 15 a 20 dias após a sua edição
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Fundamental Concepts.- Financial Derivatives.- The Lebesgue Integral.- Basic Probability Theory.- Conditional Expectation.- Stochastic Processes.- Brownian Motion.- The Reflection Principle of Brownian Motion.- The Ito Integral.- The Ito Formula.- Girsanov's Theorem.- Stochastic Differential Equations.- The Feynman Kac Theorem.- The Binomial Tree Method for Option Pricing.- The Black Scholes Merton Differential Equation.- The Martingale Method.- Pricing of Vanilla Options.- Pricing of Exotic Options.- American Options.- The Capital Asset Pricing Model.- Dynamic Programming.- Bond Pricing.- Short Rate Models.- Numeraires.
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Brownian motion;stochastic calculus;option pricing;Black-Scholes partial differential equation;the martingale method;Heston model;computer simulation;interest rate modeling
Fundamental Concepts.- Financial Derivatives.- The Lebesgue Integral.- Basic Probability Theory.- Conditional Expectation.- Stochastic Processes.- Brownian Motion.- The Reflection Principle of Brownian Motion.- The Ito Integral.- The Ito Formula.- Girsanov's Theorem.- Stochastic Differential Equations.- The Feynman Kac Theorem.- The Binomial Tree Method for Option Pricing.- The Black Scholes Merton Differential Equation.- The Martingale Method.- Pricing of Vanilla Options.- Pricing of Exotic Options.- American Options.- The Capital Asset Pricing Model.- Dynamic Programming.- Bond Pricing.- Short Rate Models.- Numeraires.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
