Stochastic Calculus for Quantitative Finance

In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most remarkable achievements in modern Mathematical Finance which led to intensive investigations in many applications of the arbitrage theory on a mathematically rigorous basis of stochastic calculus. Mathematical Basis for Finance: Stochastic Calculus for Finance provides detailed knowledge of all necessary attributes in stochastic calculus that are required for applications of the theory of stochastic integration in Mathematical Finance, in particular, the arbitrage theory. The exposition follows the traditions of the Strasbourg school. This book covers the general theory of stochastic processes, local martingales and processes of bounded variation, the theory of stochastic integration, definition and properties of the stochastic exponential; a part of the theory of Lévy processes. Finally, the reader gets acquainted with some facts concerning stochastic differential equations. Contains the most popular applications of the theory of stochastic integration Details necessary facts from probability and analysis which are not included in many standard university courses such as theorems on monotone classes and uniform integrability Written by experts in the field of modern mathematical finance

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  • Author : Alexander A Gushchin
  • Publisher : Elsevier
  • Pages : 208 pages
  • ISBN : 0081004761
  • Rating : 4/5 from 21 reviews
CLICK HERE TO GET THIS BOOKStochastic Calculus for Quantitative Finance

Stochastic Calculus for Quantitative Finance

Stochastic Calculus for Quantitative Finance
  • Author : Alexander A Gushchin
  • Publisher : Elsevier
  • Release : 26 August 2015
GET THIS BOOKStochastic Calculus for Quantitative Finance

In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most remarkable achievements in modern Mathematical Finance which led to intensive investigations in many applications of the arbitrage theory on a mathematically rigorous basis of stochastic calculus. Mathematical Basis for Finance: Stochastic Calculus for Finance provides detailed knowledge of all necessary attributes in stochastic calculus that are required for applications of the

Mathematical Basis for Finance

Mathematical Basis for Finance
  • Author : Alexander A. Gushchin
  • Publisher : Elsevier
  • Release : 01 August 2015
GET THIS BOOKMathematical Basis for Finance

In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most remarkable achievements in modern Mathematical Finance which led to intensive investigations in many applications of the arbitrage theory on a mathematically rigorous basis of stochastic calculus. Mathematical Basis for Finance: Stochastic Calculus for Finance provides detailed knowledge of all necessary attributes in stochastic calculus that are required for applications of the

An Introduction to Mathematical Finance with Applications

An Introduction to Mathematical Finance with Applications
  • Author : Arlie O. Petters,Xiaoying Dong
  • Publisher : Springer
  • Release : 17 June 2016
GET THIS BOOKAn Introduction to Mathematical Finance with Applications

This textbook aims to fill the gap between those that offer a theoretical treatment without many applications and those that present and apply formulas without appropriately deriving them. The balance achieved will give readers a fundamental understanding of key financial ideas and tools that form the basis for building realistic models, including those that may become proprietary. Numerous carefully chosen examples and exercises reinforce the student’s conceptual understanding and facility with applications. The exercises are divided into conceptual, application-based,

Problems and Solutions in Mathematical Finance

Problems and Solutions in Mathematical Finance
  • Author : Eric Chin,Sverrir Ólafsson,Dian Nel
  • Publisher : John Wiley & Sons
  • Release : 20 November 2014
GET THIS BOOKProblems and Solutions in Mathematical Finance

Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic when applying these techniques to practical issues in finance. Problems and Solutions in Mathematical Finance Volume I: Stochastic Calculus is the first of a four-volume set of books focusing on problems and solutions in mathematical finance. This volume introduces the reader to the basic stochastic

Introductory Mathematical Analysis for Quantitative Finance

Introductory Mathematical Analysis for Quantitative Finance
  • Author : Daniele Ritelli,Giulia Spaletta
  • Publisher : CRC Press
  • Release : 13 April 2020
GET THIS BOOKIntroductory Mathematical Analysis for Quantitative Finance

Introductory Mathematical Analysis for Quantitative Finance is a textbook designed to enable students with little knowledge of mathematical analysis to fully engage with modern quantitative finance. A basic understanding of dimensional Calculus and Linear Algebra is assumed. The exposition of the topics is as concise as possible, since the chapters are intended to represent a preliminary contact with the mathematical concepts used in Quantitative Finance. The aim is that this book can be used as a basis for an intensive

An Elementary Introduction to Mathematical Finance

An Elementary Introduction to Mathematical Finance
  • Author : Sheldon M. Ross
  • Publisher : Cambridge University Press
  • Release : 28 February 2011
GET THIS BOOKAn Elementary Introduction to Mathematical Finance

This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon M. Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this third edition are new chapters on Brownian motion

An Introduction to the Mathematics of Finance

An Introduction to the Mathematics of Finance
  • Author : Stephen Garrett
  • Publisher : Butterworth-Heinemann
  • Release : 28 May 2013
GET THIS BOOKAn Introduction to the Mathematics of Finance

An Introduction to the Mathematics of Finance: A Deterministic Approach, 2e, offers a highly illustrated introduction to mathematical finance, with a special emphasis on interest rates. This revision of the McCutcheon-Scott classic follows the core subjects covered by the first professional exam required of UK actuaries, the CT1 exam. It realigns the table of contents with the CT1 exam and includes sample questions from past exams of both The Actuarial Profession and the CFA Institute. With a wealth of solved

Introduction to Quantitative Finance

Introduction to Quantitative Finance
  • Author : Robert R. Reitano
  • Publisher : MIT Press
  • Release : 29 January 2010
GET THIS BOOKIntroduction to Quantitative Finance

An introduction to many mathematical topics applicable to quantitative finance that teaches how to “think in mathematics” rather than simply do mathematics by rote. This text offers an accessible yet rigorous development of many of the fields of mathematics necessary for success in investment and quantitative finance, covering topics applicable to portfolio theory, investment banking, option pricing, investment, and insurance risk management. The approach emphasizes the mathematical framework provided by each mathematical discipline, and the application of each framework to

Quantitative Finance For Dummies

Quantitative Finance For Dummies
  • Author : Steve Bell
  • Publisher : John Wiley & Sons
  • Release : 07 June 2016
GET THIS BOOKQuantitative Finance For Dummies

An accessible, thorough introduction to quantitative finance Does the complex world of quantitative finance make you quiver?You're not alone! It's a tough subject for even high-levelfinancial gurus to grasp, but Quantitative Finance ForDummies offers plain-English guidance on making sense ofapplying mathematics to investing decisions. With this completeguide, you'll gain a solid understanding of futures, options andrisk, and get up-to-speed on the most popular equations, methods,formulas and models (such as the Black-Scholes model) that areapplied in quantitative finance. Also

Advanced Mathematical Methods for Finance

Advanced Mathematical Methods for Finance
  • Author : Julia Di Nunno,Bernt Øksendal
  • Publisher : Springer Science & Business Media
  • Release : 29 March 2011
GET THIS BOOKAdvanced Mathematical Methods for Finance

This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced

Probability and Finance

Probability and Finance
  • Author : Glenn Shafer,Vladimir Vovk
  • Publisher : John Wiley & Sons
  • Release : 11 March 2005
GET THIS BOOKProbability and Finance

Provides a foundation for probability based on game theory ratherthan measure theory. A strong philosophical approach with practicalapplications. Presents in-depth coverage of classical probability theory aswell as new theory.

An Introduction to the Mathematics of Financial Derivatives

An Introduction to the Mathematics of Financial Derivatives
  • Author : Salih N. Neftci,Ali Hirsa,Salih N.. Neftci
  • Publisher : Academic Press
  • Release : 02 June 2000
GET THIS BOOKAn Introduction to the Mathematics of Financial Derivatives

A step-by-step explanation of the mathematical models used to price derivatives. For this second edition, Salih Neftci has expanded one chapter, added six new ones, and inserted chapter-concluding exercises. He does not assume that the reader has a thorough mathematical background. His explanations of financial calculus seek to be simple and perceptive.

Quantitative Methods for Finance and Investments

Quantitative Methods for Finance and Investments
  • Author : John Teall,Iftekhar Hasan
  • Publisher : John Wiley & Sons
  • Release : 04 February 2009
GET THIS BOOKQuantitative Methods for Finance and Investments

Quantitative Methods for Finance and Investments ensures that readers come away from reading it with a reasonable degree of comfort and proficiency in applying elementary mathematics to several types of financial analysis. All of the methodology in this book is geared toward the development, implementation, and analysis of financial models to solve financial problems.

Mastering Financial Mathematics in Microsoft Excel

Mastering Financial Mathematics in Microsoft Excel
  • Author : Alastair Day
  • Publisher : Pearson UK
  • Release : 08 October 2015
GET THIS BOOKMastering Financial Mathematics in Microsoft Excel

Fully updated and compliant with Excel 2013, this clearly explains the basic calculations for mathematical finance, backed up with simple templates for further use and development, and a workbook with exercises and solutions at the end of each chapter. The examples used are relevant to both managers and students in the UK and overseas. New to this edition Updated glossary of key terms Functions list in English and Euro languages Continuity check on all formats, layouts and charts More worked examples