Stochastic Calculus for Finance (Paperback)

Reactive Publishing

ISBN 13: 9798312069730

Published by Independently Published, 2025

About this Item

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

Bibliographic Details

Title: Stochastic Calculus for Finance (Paperback)

Publisher: Independently Published

Publication Date: 2025

Binding: Paperback

Condition: new

About this title

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!