Introduction to Stochastic Finance with Market Examples

Nicolas (Nanyang Technological University, Singapore) Privault

Taylor & Francis Ltd, 2022

189,25 €On orderDelivery: 2-3 weeks

This book 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.

ISBN-13
9781032288260
ISBN-10
1032288264
Publisher
Taylor & Francis Ltd
Year
2022
Publication date
2022-12-13
Pages
652
Dimensions
186x260x44
Weight
1354