Items related to Applied Stochastic Calculus for Exotic Options: Pricing...
Applied Stochastic Calculus for Exotic Options: Pricing and Modeling Path-Dependent Derivatives - Softcover
Synopsis
Reactive Publishing
Master the mathematical and computational tools required to price and risk-manage complex derivative structures.
Applied Stochastic Calculus for Exotic Options provides a rigorous, application-focused treatment of continuous-time financial mathematics tailored specifically to path-dependent and exotic options. Designed for quantitative analysts, financial engineers, and advanced graduate students, this text bridges the gap between pure probability theory and practical implementation in modern trading environments.
Inside, you will find detailed coverage of:
Stochastic Foundations: Ito calculus, change of measure, Girsanov’s theorem, and risk-neutral valuation frameworks.
Advanced Diffusion Models: Jump-diffusion processes, Lévy models, and local-stochastic volatility dynamics.
Path-Dependent Structures: Precise valuation methodologies for Asian, barrier, lookback, and cliquet options.
Numerical Methods: PDE solving techniques, finite difference schemes, and Monte Carlo simulation design for path-dependent payoff structures.
Whether you are implementing quantitative pricing models in production or deepening your theoretical understanding of financial math, this book delivers the essential mathematical mechanics without sacrificing clarity or rigor.
"synopsis" may belong to another edition of this title.
Search results for Applied Stochastic Calculus for Exotic Options: Pricing...
Stock Image
Applied Stochastic Calculus for Exotic Options: Pricing and Modeling Path-Dependent Derivatives
Print on DemandSeller: California Books, Miami, FL, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. Print on Demand. Seller Inventory # I-9798191079714
Stock Image
Applied Stochastic Calculus for Exotic Options (Paperback)
Print on DemandSeller: Grand Eagle Retail, Bensenville, IL, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: new. Paperback. Reactive PublishingMaster the mathematical and computational tools required to price and risk-manage complex derivative structures.Applied Stochastic Calculus for Exotic Options provides a rigorous, application-focused treatment of continuous-time financial mathematics tailored specifically to path-dependent and exotic options. Designed for quantitative analysts, financial engineers, and advanced graduate students, this text bridges the gap between pure probability theory and practical implementation in modern trading environments.Inside, you will find detailed coverage of: Stochastic Foundations: Ito calculus, change of measure, Girsanov's theorem, and risk-neutral valuation frameworks.Advanced Diffusion Models: Jump-diffusion processes, Levy models, and local-stochastic volatility dynamics.Path-Dependent Structures: Precise valuation methodologies for Asian, barrier, lookback, and cliquet options.Numerical Methods: PDE solving techniques, finite difference schemes, and Monte Carlo simulation design for path-dependent payoff structures.Whether you are implementing quantitative pricing models in production or deepening your theoretical understanding of financial math, this book delivers the essential mathematical mechanics without sacrificing clarity or rigor. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9798191079714
Stock Image
Applied Stochastic Calculus for Exotic Options
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000. Seller Inventory # L2-9798191079714
Buy New
US$ 42.40
US$ 6.65 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Stock Image
Applied Stochastic Calculus for Exotic Options (Paperback)
Print on DemandSeller: CitiRetail, Stevenage, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: new. Paperback. Reactive PublishingMaster the mathematical and computational tools required to price and risk-manage complex derivative structures.Applied Stochastic Calculus for Exotic Options provides a rigorous, application-focused treatment of continuous-time financial mathematics tailored specifically to path-dependent and exotic options. Designed for quantitative analysts, financial engineers, and advanced graduate students, this text bridges the gap between pure probability theory and practical implementation in modern trading environments.Inside, you will find detailed coverage of: Stochastic Foundations: Ito calculus, change of measure, Girsanov's theorem, and risk-neutral valuation frameworks.Advanced Diffusion Models: Jump-diffusion processes, Levy models, and local-stochastic volatility dynamics.Path-Dependent Structures: Precise valuation methodologies for Asian, barrier, lookback, and cliquet options.Numerical Methods: PDE solving techniques, finite difference schemes, and Monte Carlo simulation design for path-dependent payoff structures.Whether you are implementing quantitative pricing models in production or deepening your theoretical understanding of financial math, this book delivers the essential mathematical mechanics without sacrificing clarity or rigor. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9798191079714
Buy New
US$ 47.74
US$ 49.01 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available
Seller Image
Applied Stochastic Calculus for Exotic Options : Pricing and Modeling Path-Dependent Derivatives
Published by
Amazon Digital Services LLC - Kdp Aug 2026, 2026
ISBN 13: 9798191079714
New
Taschenbuch
Seller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. Neuware - Reactive PublishingMaster the mathematical and computational tools required to price and risk-manage complex derivative structures.Applied Stochastic Calculus for Exotic Options provides a rigorous, application-focused treatment of continuous-time financial mathematics tailored specifically to path-dependent and exotic options. Designed for quantitative analysts, financial engineers, and advanced graduate students, this text bridges the gap between pure probability theory and practical implementation in modern trading environments.Inside, you will find detailed coverage of: - Stochastic Foundations: Ito calculus, change of measure, Girsanov's theorem, and risk-neutral valuation frameworks.- Advanced Diffusion Models: Jump-diffusion processes, Lévy models, and local-stochastic volatility dynamics.- Path-Dependent Structures: Precise valuation methodologies for Asian, barrier, lookback, and cliquet options.- Numerical Methods: PDE solving techniques, finite difference schemes, and Monte Carlo simulation design for path-dependent payoff structures.Whether you are implementing quantitative pricing models in production or deepening your theoretical understanding of financial math, this book delivers the essential mathematical mechanics without sacrificing clarity or rigor. Seller Inventory # 9798191079714
Buy New
US$ 64.12
US$ 39.87 shipping
Ships from Germany to U.S.A.
Ships from Germany to U.S.A.
Quantity: 2 available