Quantitative Methods for Finance with Simulations II: Numerical Methods and Monte Carlo Integration (Springer Texts in Business and Economics) - Hardcover
Book 187 of 190: Springer Texts in Business and Economics
Synopsis
This self-contained book is the second of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods.
This volume covers numerical methods, including numerical solutions of ordinary and partial differential equations such as the Black–Scholes–Merton equation, as well as stochastic differential equations, Monte Carlo methods, estimation of implied volatility, stochastic volatility models, and Fourier transform methods for option pricing. The numerical methods are implemented in both Matlab and Python. Background in mathematics is included in the appendices and the level of familiarity with computer programming is kept to a minimum.
"synopsis" may belong to another edition of this title.
About the Author
Geon Ho Choe is Emeritus Professor at Korea Advanced Institute of Science and Technology (KAIST). He obtained his PhD in Mathematics at the University of California, Berkeley, in 1987. In a career spanning several decades, he supervised 21 PhD students. He is the author of the books Computational Ergodic Theory (Springer, 2005) and Stochastic Analysis for Finance with Simulations (Springer, 2016). He received the 2022 Korean Mathematical Society Education Award.
From the Back Cover
This self-contained book is the second of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods.
This volume covers numerical methods, including numerical solutions of ordinary and partial differential equations such as the Black–Scholes–Merton equation, as well as stochastic differential equations, Monte Carlo methods, estimation of implied volatility, stochastic volatility models, and Fourier transform methods for option pricing. The numerical methods are implemented in both Matlab and Python. Background in mathematics is included in the appendices and the level of familiarity with computer programming is kept to a minimum.
"About this title" may belong to another edition of this title.
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Quantitative Methods for Finance with Simulations II
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Buch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This self-contained book is the second of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods. This volume covers numerical methods, including numerical solutions of ordinary and partial differential equations such as the BlackScholesMerton equation, as well as stochastic differential equations, Monte Carlo methods, estimation of implied volatility, stochastic volatility models, and Fourier transform methods for option pricing. The numerical methods are implemented in both Matlab and Python. Background in mathematics is included in the appendices and the level of familiarity with computer programming is kept to a minimum. 660 pp. Englisch. Seller Inventory # 9783032123305
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Buch. Condition: Neu. Quantitative Methods for Finance with Simulations II | Numerical Methods and Monte Carlo Integration | Geon Ho Choe | Buch | Springer Texts in Business and Economics | xxxix | Englisch | 2026 | Springer | EAN 9783032123305 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand. Seller Inventory # 135489460
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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This self-contained book is the second of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods.This volume covers numerical methods, including numerical solutions of ordinary and partial differential equations such as the Black Scholes Merton equation, as well as stochastic differential equations, Monte Carlo methods, estimation of implied volatility, stochastic volatility models, and Fourier transform methods for option pricing. The numerical methods are implemented in both Matlab and Python. Background in mathematics is included in the appendices and the level of familiarity with computer programming is kept to a minimum. Seller Inventory # 9783032123305