[PDF.89ps] Stochastic Analysis for Finance with Simulations (Universitext)
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Stochastic Analysis for Finance with Simulations (Universitext)
Geon Ho Choe
[PDF.oj76] Stochastic Analysis for Finance with Simulations (Universitext)
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| #404777 in Books | 2016-07-15 | Original language:English | PDF # 1 | 9.25 x1.39 x6.10l,.0 | File type: PDF | 657 pages||| || |From the Back Cover|
This book is an introduction to stochastic analysis and quantitative finance; it includes both theoretical and computational methods. To
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, numerical solutions of the Black–Scholes–Merton equation, Monte Carlo methods, and time series. Basic measure theory is used as a tool to describe probabilis...
You can specify the type of files you want, for your gadget.Stochastic Analysis for Finance with Simulations (Universitext) | Geon Ho Choe. I was recommended this book by a dear friend of mine.
