Stochastic Analysis for Finance With Simulations - Couverture souple

Livre 197 sur 261: Universitext

Choe, Geon Ho

 
9783319255873: Stochastic Analysis for Finance With Simulations

Synopsis

This book is an introduction to stochastic analysis and quantitative finance;
Stochastic Analysis for Finance with Simulations is designed for readers who want to have a deeper understanding of the delicate theory of quantitative finance by doing computer simulations in addition to theoretical study.

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À propos de l?auteur

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".

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.