Stochastic Calculus & Brownian Motion in Quant Finance: A Practical Guide to Option Pricing, Volatility Modeling, and Algorithmic Trading - Couverture souple

Bisette, Vincent

Couverture souple

ISBN 13 : 9798268349481

Editeur : Independently published, 2025

Synopsis

Reactive Publishing

This book delivers the mathematical foundations of modern quantitative finance with a direct, applied focus. Built around stochastic calculus and Brownian motion, it shows how continuous-time models underpin option pricing, risk management, and trading strategies used on today’s desks.

You’ll move from first principles to advanced applications, learning not only the theory but also how to implement it in practice. Each chapter connects core concepts to real trading problems, so the math isn’t just abstract, it’s actionable.

What You’ll Learn

• Construction and properties of Wiener processes and Ito integrals

• Application of Ito’s Lemma in derivatives pricing

• Stochastic differential equations (SDEs) and their financial interpretation

• How stochastic calculus powers the Black-Scholes model, Greeks, and hedging

• Practical approaches to volatility modeling and path-dependent options

• Python-based Monte Carlo methods and algorithmic trading applications

Who It’s For

• Quantitative analysts, traders, and risk managers

• Financial engineers and graduate students in finance

• Python developers working in quantitative modeling

• Professionals seeking a practical, mathematically rigorous guide

Détails de l'édition

• Éditeur: Independently published
• Date d'édition: 2025
• Langue: anglais
• ISBN 13: 9798268349481
• Reliure: Broché
• Nombre de pages: 823
• Éditeur: Schwartz Alice
• Coordonnées du fabricant: Manufactured by Amazon on behalf of the author; https://www.amazon.fr/hz/contact-us; ; c/o Amazon Media EU S.à.r.l., 38 Avenue John F. Kennedy; Luxembourg; L-1855; Luxembourg