Stochastic Analysis for Finance with Simulations

Springer International Publishing AG

Stochastic Analysis for Finance with Simulations\nby Geon Ho Choe\nPaperback\nEnglish\n\nDelivery\nUsually delivered in 2\u20133 working days (dispatched today if ordered before 3pm).\n\nBrand new copy from BookCurl \u2013 the UK independent online bookseller.\n\n------------------------------\nBook details\n------------------------------\nAuthor: Geon Ho Choe\nTitle: Stochastic Analysis for Finance with Simulations\nFormat: Paperback\nLanguage: English\nTopic: Mathematics\nPublisher: Springer International Publishing AG\nPublication year: 2016\nEdition: 1st ed. 2016\nISBN-13: 9783319255873\nISBN-10: 3319255878\nRRP: \u00A369.99\n\n------------------------------\nDescription\n------------------------------\nThis book is an introduction to stochastic analysis and quantitative finance; it includes both theoretical and computational methods. Topics covered are stochastic calculus, option pricing, optimal portfolio investment, and interest rate models. Also included are simulations of st.