Quantitative Methods for Finance with Simulations I: An Introduction to Stochastic Analysis and Option Pricing (Springer Texts in Business and Economics) - Hardcover

Choe, Geon Ho

Hardcover

ISBN 10: 3032123267 ISBN 13: 9783032123268

Publisher: Springer, 2026

Synopsis

This self-contained book is the first of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods.
 
This volume covers stochastic analysis, option pricing theory, optimal portfolio investment, and bond pricing. Computer simulations in Matlab and Python are provided to illustrate theoretical ideas. Background in mathematics is included in the appendices and the level of familiarity with computer programming is kept to a minimum.

About this title

About the Author

Geon Ho Choe is Emeritus Professor at the Korea Advanced Institute of Science and Technology (KAIST). He obtained his PhD in Mathematics at the University of California, Berkeley, in 1987. In a career spanning several decades, he supervised 21 PhD students. He is the author of the books Computational Ergodic Theory (Springer, 2005) and Stochastic Analysis for Finance with Simulations (Springer, 2016). He received the 2022 Korean Mathematical Society Education Award.

From the Back Cover

This self-contained book is the first of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods.
 
This volume covers stochastic analysis, option pricing theory, optimal portfolio investment, and bond pricing. Computer simulations in Matlab and Python are provided to illustrate theoretical ideas. Background in mathematics is included in the appendices and the level of familiarity with computer programming is kept to a minimum.

Edition details

• Publisher: Springer
• Publication date: 2026
• Language: English
• ISBN 10: 3032123267
• ISBN 13: 9783032123268
• Binding: Hardcover
• Number of pages: 672