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Introduction to Stochastic Finance with Market Examples (Hardcover, 2nd edition)
Nicolas PrivaultFeatures: New chapters on Barrier Options, Lookback Options, Asian Options, Optimal Stopping Theorem, and Stochastic Volatility. Contains over 235 exercises, and 16 problems with complete solutions. Added over 150 graphs and figures, for more than 250 in total, to optimize presentation. 57 R coding examples now integrated into the book for implementation of the methods. Substantially class-tested, so ideal for course use or self-study.
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Product Description
Features: New chapters on Barrier Options, Lookback Options, Asian Options, Optimal Stopping Theorem, and Stochastic Volatility. Contains over 235 exercises, and 16 problems with complete solutions. Added over 150 graphs and figures, for more than 250 in total, to optimize presentation. 57 R coding examples now integrated into the book for implementation of the methods. Substantially class-tested, so ideal for course use or self-study.
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Product Details
General
Imprint | Taylor & Francis |
Country of origin | United Kingdom |
Series | Chapman and Hall/CRC Financial Mathematics Series |
Release date | December 2022 |
Availability | Expected to ship within 12 - 17 working days |
First published | 2023 |
Authors | Nicolas Privault |
Dimensions | 254 x 178 x 44mm (L x W x T) |
Format | Hardcover |
Pages | 652 |
Edition | 2nd edition |
ISBN-13 | 978-1-03-228826-0 |
Barcode | 9781032288260 |
Categories | |
LSN | 1-03-228826-4 |
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