Stochastic Calculus for Finance (Paperback)
Reactive Publishing
ISBN 13: 9798312069730
Published by Independently Published, 2025
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Paperback. Reactive Publishing Unlock the power of stochastic calculus in quantitative finance with this comprehensive, practical guide. Whether you're a trader, financial engineer, or quant, mastering stochastic processes is essential for pricing derivatives, managing risk, and developing algorithmic trading strategies.This book covers: Brownian motion & stochastic processes - The foundation of modern financial modelingIto calculus & stochastic differential equations (SDEs) - Key tools for derivative pricingThe Black-Scholes model & risk-neutral pricing - Understand the math behind optionsJump diffusion & mean-reverting models - Improve volatility forecastingNumerical methods & Monte Carlo simulations - Real-world applications in PythonHeston model & stochastic volatility - More accurate option pricing strategiesFeaturing real-world case studies, Python code examples, and step-by-step solutions, this book bridges the gap between theoretical concepts and practical implementation.Who This Book is For: Quantitative Analysts & Traders - Improve your models and trading algorithmsFinancial Engineers & Risk Managers - Gain deeper insights into pricing and hedgingStudents & Academics - A must-have resource for mastering stochastic calculus in financeTake your financial modeling skills to the next level-get your copy today! Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9798312069730
Synopsis:
Reactive Publishing
Unlock the power of stochastic calculus in quantitative finance with this comprehensive, practical guide. Whether you're a trader, financial engineer, or quant, mastering stochastic processes is essential for pricing derivatives, managing risk, and developing algorithmic trading strategies.
This book covers:
Brownian motion & stochastic processes – The foundation of modern financial modeling
Itô calculus & stochastic differential equations (SDEs) – Key tools for derivative pricing
The Black-Scholes model & risk-neutral pricing – Understand the math behind options
Jump diffusion & mean-reverting models – Improve volatility forecasting
Numerical methods & Monte Carlo simulations – Real-world applications in Python
Heston model & stochastic volatility – More accurate option pricing strategies
Featuring real-world case studies, Python code examples, and step-by-step solutions, this book bridges the gap between theoretical concepts and practical implementation.
Who This Book is For:
Quantitative Analysts & Traders – Improve your models and trading algorithms
Financial Engineers & Risk Managers – Gain deeper insights into pricing and hedging
Students & Academics – A must-have resource for mastering stochastic calculus in finance
Take your financial modeling skills to the next level—get your copy today!
"About this title" may belong to another edition of this title.
Bibliographic Details
Title: Stochastic Calculus for Finance (Paperback)
Publisher: Independently Published
Publication Date: 2025
Binding: Paperback
Condition: new
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Stochastic Calculus for Finance (Paperback)
Print on DemandSeller: CitiRetail, Stevenage, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: new. Paperback. Reactive PublishingUnderstand the mathematical foundation of modern quantitative finance with Stochastic Calculus for Finance. This advanced guide explores the essential tools used by professional quant traders to model uncertainty, price derivatives, and manage risk in dynamic financial markets. Through a practical lens, you'll learn how to apply stochastic differential equations (SDEs), Brownian motion, Ito's Lemma, and volatility surfaces to real-world trading systems.Whether you're building algorithmic models or fine-tuning derivatives pricing engines, this book equips you with the rigor and clarity needed to implement robust stochastic models. Topics include mean-reverting processes, jump diffusion models, volatility clustering, risk-neutral valuation, and advanced calibration techniques used on the trading floor.Designed for quantitative analysts, financial engineers, and advanced finance students, this book bridges theory and implementation-providing code-ready frameworks, use-case insights, and model validation strategies. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9798283080024