Stochastic Analysis for Finance with Simulations
This book is an introduction to stochastic analysis and quantitative finance; it includes both theoretical and computational methods. Topics covered are stochastic calculus, option pricing, optimal portfolio investment, and interest rate models. Also included are simulations of stochastic phenomena,...
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| Format: | Electronic eBook |
| Language: | English |
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Cham :
Springer International Publishing : Imprint: Springer,
2016.
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| Series: | Universitext,
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| Online Access: | Full Text via HEAL-Link |
