Quantitative Methods for Finance with Simulations I

€ 94,90


Envio em 4/5 dias

Informação do Produto

ISBN9783032123268
AutoresGeon Ho Choe
EditoraSpringer Nature Switzerland AG
FormatoCapa dura
Número de páginas626
Data de Publicação05/08/2026
Preço (iva excl.)€ 89,53
Imposto€ 5,37
Preço (iva inc.)€ 94,90
Disponibilidade1 unidade em armazém externo

Descrição do Produto

This self-contained book is the first of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods.  This volume covers stochastic analysis, option pricing theory, optimal portfolio investment, and bond pricing. Computer simulations in Matlab and Python are provided to illustrate theoretical ideas. Background in mathematics is included in the appendices and the level of familiarity with computer programming is kept to a minimum.