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Nicolas Privault
Introduction to Stochastic Finance with Market Examples
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2219455Introduction to Stochastic Finance with Market Exampleshttps://www.gandhi.com.mx/introduction-to-stochastic-finance-with-market-examples/phttps://gandhi.vtexassets.com/arquivos/ids/2023238/dc94a2db-129d-4e6d-8df9-f9b9a1049cd2.jpg?v=63834531879707000026662666MXNCRC PressInStock/Ebooks/<p>Introduction to Stochastic Finance with Market Examples, Second Edition presents an introduction to pricing and hedging in discrete and continuous-time financial models, emphasizing both analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in finance, covering the basics of stochastic calculus for finance, and details the techniques required to model the time evolution of risky assets. The book discusses a wide range of classical topics including BlackScholes pricing, American options, derivatives, term structure modeling, and change of numéraire. It also builds up to special topics, such as exotic options, stochastic volatility, and jump processes.</p><p>New to this Edition</p><ul><li>New chapters on Barrier Options, Lookback Options, Asian Options, Optimal Stopping Theorem, and Stochastic Volatility</li><li>Contains over 235 exercises and 16 problems with complete solutions available online from the instructor resources</li><li>Added over 150 graphs and figures, for more than 250 in total, to optimize presentation</li><li>57 R coding examples now integrated into the book for implementation of the methods</li><li>Substantially class-tested, so ideal for course use or self-study</li></ul><p>With abundant exercises, problems with complete solutions, graphs and figures, and R coding examples, the book is primarily aimed at advanced undergraduate and graduate students in applied mathematics, financial engineering, and economics. It could be used as a course text or for self-study and would also be a comprehensive and accessible reference for researchers and practitioners in the field.</p>...2181790Introduction to Stochastic Finance with Market Examples26662666https://www.gandhi.com.mx/introduction-to-stochastic-finance-with-market-examples/phttps://gandhi.vtexassets.com/arquivos/ids/2023238/dc94a2db-129d-4e6d-8df9-f9b9a1049cd2.jpg?v=638345318797070000InStockMXN99999DIEbook20229781000779004_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9781000779004_<p><em><strong>Introduction to Stochastic Finance with Market Examples, Second Edition</strong></em> presents an introduction to pricing and hedging in discrete and continuous-time financial models, emphasizing both analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in finance, covering the basics of stochastic calculus for finance, and details the techniques required to model the time evolution of risky assets. The book discusses a wide range of classical topics including BlackScholes pricing, American options, derivatives, term structure modeling, and change of numéraire. It also builds up to special topics, such as exotic options, stochastic volatility, and jump processes.</p><p>New to this Edition</p><ul><li>New chapters on Barrier Options, Lookback Options, Asian Options, Optimal Stopping Theorem, and Stochastic Volatility</li><li>Contains over 235 exercises and 16 problems with complete solutions available online from the instructor resources</li><li>Added over 150 graphs and figures, for more than 250 in total, to optimize presentation</li><li>57 R coding examples now integrated into the book for implementation of the methods</li><li>Substantially class-tested, so ideal for course use or self-study</li></ul><p>With abundant exercises, problems with complete solutions, graphs and figures, and R coding examples, the book is primarily aimed at advanced undergraduate and graduate students in applied mathematics, financial engineering, and economics. It could be used as a course text or for self-study and would also be a comprehensive and accessible reference for researchers and practitioners in the field.</p>...(*_*)9781000779004_<p>Introduction to Stochastic Finance with Market Examples, Second Edition presents an introduction to pricing and hedging in discrete and continuous-time financial models, emphasizing both analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in finance, covering the basics of stochastic calculus for finance, and details the techniques required to model the time evolution of risky assets. The book discusses a wide range of classical topics including BlackScholes pricing, American options, derivatives, term structure modeling, and change of numéraire. It also builds up to special topics, such as exotic options, stochastic volatility, and jump processes.</p><p>New to this Edition</p><ul><li>New chapters on Barrier Options, Lookback Options, Asian Options, Optimal Stopping Theorem, and Stochastic Volatility</li><li>Contains over 235 exercises and 16 problems with complete solutions available online from the instructor resources</li><li>Added over 150 graphs and figures, for more than 250 in total, to optimize presentation</li><li>57 R coding examples now integrated into the book for implementation of the methods</li><li>Substantially class-tested, so ideal for course use or self-study</li></ul><p>With abundant exercises, problems with complete solutions, graphs and figures, and R coding examples, the book is primarily aimed at advanced undergraduate and graduate students in applied mathematics, financial engineering, and economics. It could be used as a course text or for self-study and would also be a comprehensive and accessible reference for researchers and practitioners in the field.</p>...9781000779004_CRC Presslibro_electonico_6cd21b63-49d9-3ef3-b433-c2bfbc975296_9781000779004;9781000779004_9781000779004Nicolas PrivaultInglésMéxicohttps://getbook.kobo.com/koboid-prod-public/taylorandfrancis-epub-9c09e3ac-46d1-4e2c-a5f2-b52fb35da300.epub2022-12-13T00:00:00+00:00CRC Press