Items related to Stochastic Calculus for Finance: A Practical Guide...
Stochastic Calculus for Finance: A Practical Guide for Quantitative Analysts and Traders (Practical Guides for Quantitative Analysts and Traders) - Softcover
Synopsis
Reactive Publishing
Unlock the power of stochastic calculus in quantitative finance with this comprehensive, practical guide. Whether you're a trader, financial engineer, or quant, mastering stochastic processes is essential for pricing derivatives, managing risk, and developing algorithmic trading strategies.
This book covers:
Brownian motion & stochastic processes – The foundation of modern financial modeling
Itô calculus & stochastic differential equations (SDEs) – Key tools for derivative pricing
The Black-Scholes model & risk-neutral pricing – Understand the math behind options
Jump diffusion & mean-reverting models – Improve volatility forecasting
Numerical methods & Monte Carlo simulations – Real-world applications in Python
Heston model & stochastic volatility – More accurate option pricing strategies
Featuring real-world case studies, Python code examples, and step-by-step solutions, this book bridges the gap between theoretical concepts and practical implementation.
Who This Book is For:
Quantitative Analysts & Traders – Improve your models and trading algorithms
Financial Engineers & Risk Managers – Gain deeper insights into pricing and hedging
Students & Academics – A must-have resource for mastering stochastic calculus in finance
Take your financial modeling skills to the next level—get your copy today!
"synopsis" may belong to another edition of this title.
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Stochastic Calculus for Finance: A Practical Guide for Quantitative Analysts and Traders (Practical Guides for Quantitative Analysts and Traders)
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Stochastic Calculus for Finance (Paperback)
Seller: Grand Eagle Retail, Mason, OH, U.S.A.
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Paperback. Condition: new. Paperback. Reactive Publishing Unlock the power of stochastic calculus in quantitative finance with this comprehensive, practical guide. Whether you're a trader, financial engineer, or quant, mastering stochastic processes is essential for pricing derivatives, managing risk, and developing algorithmic trading strategies.This book covers: Brownian motion & stochastic processes - The foundation of modern financial modelingIto calculus & stochastic differential equations (SDEs) - Key tools for derivative pricingThe Black-Scholes model & risk-neutral pricing - Understand the math behind optionsJump diffusion & mean-reverting models - Improve volatility forecastingNumerical methods & Monte Carlo simulations - Real-world applications in PythonHeston model & stochastic volatility - More accurate option pricing strategiesFeaturing real-world case studies, Python code examples, and step-by-step solutions, this book bridges the gap between theoretical concepts and practical implementation.Who This Book is For: Quantitative Analysts & Traders - Improve your models and trading algorithmsFinancial Engineers & Risk Managers - Gain deeper insights into pricing and hedgingStudents & Academics - A must-have resource for mastering stochastic calculus in financeTake your financial modeling skills to the next level-get your copy today! Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9798312069730
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Stochastic Calculus for Finance: A Practical Guide for Quantitative Analysts and Traders (Practical Guides for Quantitative Analysts and Traders)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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Condition: New. In. Seller Inventory # ria9798312069730_new
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Stochastic Calculus for Finance (Paperback)
Seller: CitiRetail, Stevenage, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: new. Paperback. Reactive Publishing Unlock the power of stochastic calculus in quantitative finance with this comprehensive, practical guide. Whether you're a trader, financial engineer, or quant, mastering stochastic processes is essential for pricing derivatives, managing risk, and developing algorithmic trading strategies.This book covers: Brownian motion & stochastic processes - The foundation of modern financial modelingIto calculus & stochastic differential equations (SDEs) - Key tools for derivative pricingThe Black-Scholes model & risk-neutral pricing - Understand the math behind optionsJump diffusion & mean-reverting models - Improve volatility forecastingNumerical methods & Monte Carlo simulations - Real-world applications in PythonHeston model & stochastic volatility - More accurate option pricing strategiesFeaturing real-world case studies, Python code examples, and step-by-step solutions, this book bridges the gap between theoretical concepts and practical implementation.Who This Book is For: Quantitative Analysts & Traders - Improve your models and trading algorithmsFinancial Engineers & Risk Managers - Gain deeper insights into pricing and hedgingStudents & Academics - A must-have resource for mastering stochastic calculus in financeTake your financial modeling skills to the next level-get your copy today! Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9798312069730
Quantity: 1 available