Description
Stochastic Analysis for Finance with Simulations, 1st ed. 2016
Universitext Series
Author: Choe Geon Ho
Language: EnglishSubject for Stochastic Analysis for Finance with Simulations:
Support: Print on demand
Description
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The author's main interests are simulations of random phenomena in the areas of quantitative finance, random number generators, dynamical systems theory, and information theory. He has published a book titled "Computational Ergodic Theory".
Presents the mathematical methods required for pricing financial derivatives
Encourages hands-on experience and builds intuition by explaining theoretical concepts with computer simulations
Covers mathematical prerequisites, including measure theory, ordinary differential equations, and partial differential equations