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- Stochastic Calculus for Quantitative Finance

- Author : Alexander A Gushchin
- Publsiher : Elsevier
- Release : 26 August 2015
- ISBN : 0081004761
- Pages : 208 pages
- Rating : /5 from reviews

GET THIS BOOKStochastic Calculus for Quantitative Finance

Download or read book entitled *Stochastic Calculus for Quantitative Finance* by author: *Alexander A Gushchin* which was release on *26 August 2015* and published by *Elsevier* with total page 208 pages . This book available in PDF, EPUB and Kindle Format. 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

- Author : Alexander A Gushchin
- Publisher : Elsevier
- Release Date : 2015-08-26
- Total pages : 208
- ISBN : 0081004761

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**Summary :** 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 ...

- Author : Arlie O. Petters,Xiaoying Dong
- Publisher : Springer
- Release Date : 2016-06-17
- Total pages : 483
- ISBN : 0081004761

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**Summary :** 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 ...

- Author : Silvia Romagnoli
- Publisher : Società Editrice Esculapio
- Release Date : 2017-07-27
- Total pages : 288
- ISBN : 0081004761

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**Summary :** The aim of these two books is to provide the basic theoretical concepts and the best practice concerning the mathematical finance which is unescapable to understand the way modern financial markets operate. Thanks to these fundamental concepts, which are completely concentrated on a deterministic modelization of the markets, students are ...

- Author : Yu. Kabanov,R. Liptser,J. Stoyanov
- Publisher : Springer Science & Business Media
- Release Date : 2007-04-03
- Total pages : 633
- ISBN : 0081004761

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**Summary :** Dedicated to the Russian mathematician Albert Shiryaev on his 70th birthday, this is a collection of papers written by his former students, co-authors and colleagues. The book represents the modern state of art of a quickly maturing theory and will be an essential source and reading for researchers in this ...

- Author : Marek Capinski,Tomasz Zastawniak
- Publisher : Springer
- Release Date : 2006-04-18
- Total pages : 314
- ISBN : 0081004761

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**Summary :** This textbook contains the fundamentals for an undergraduate course in mathematical finance aimed primarily at students of mathematics. Assuming only a basic knowledge of probability and calculus, the material is presented in a mathematically rigorous and complete way. The book covers the time value of money, including the time structure ...

- Author : Daniele Ritelli,Giulia Spaletta
- Publisher : CRC Press
- Release Date : 2020-04-13
- Total pages : 310
- ISBN : 0081004761

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**Summary :** 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 ...

- Author : Cornelis W Oosterlee,Lech A Grzelak
- Publisher : World Scientific
- Release Date : 2019-10-29
- Total pages : 576
- ISBN : 0081004761

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**Summary :** This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models, numerical valuation techniques, computational aspects, financial products, and risk management applications presented will enable readers to progress in the challenging field of computational finance.When the behavior of ...

- Author : Belal Ehsan Baaquie
- Publisher : Springer Nature
- Release Date : 2020-08-10
- Total pages : 432
- ISBN : 0081004761

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**Summary :** Given the rapid pace of development in economics and finance, a concise and up-to-date introduction to mathematical methods has become a prerequisite for all graduate students, even those not specializing in quantitative finance. This book offers an introductory text on mathematical methods for graduate students of economics and finance–and ...

- Author : Anonim
- Publisher : World Scientific
- Release Date : 2004
- Total pages : 400
- ISBN : 0081004761

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**Summary :** This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and L(r)vy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance.The proceedings have been selected for coverage in: OCo Index to ...

- Author : Jiro Akahori,Shigeyoshi Ogawa,Shinzo Watanabe
- Publisher : World Scientific
- Release Date : 2004-07-06
- Total pages : 408
- ISBN : 0081004761

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**Summary :** This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Lévy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance. The proceedings have been selected for coverage in: • Index to Scientific & Technical ...

- Author : Julia Di Nunno,Bernt Øksendal
- Publisher : Springer Science & Business Media
- Release Date : 2011-03-29
- Total pages : 536
- ISBN : 0081004761

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**Summary :** 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, ...

- Author : Marek Capiński,Tomasz Zastawniak
- Publisher : Springer
- Release Date : 2003-07-30
- Total pages : 320
- ISBN : 0081004761

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**Summary :** Designed to form the basis of an undergraduate course in mathematical finance, this book builds on mathematical models of bond and stock prices and covers three major areas of mathematical finance that all have an enormous impact on the way modern financial markets operate, namely: Black-Scholesâ arbitrage pricing of options ...

- Author : Satyajit Das
- Publisher : McGraw-Hill
- Release Date : 1998
- Total pages : 799
- ISBN : 0081004761

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**Summary :** "Risk Management and Financial Derivatives: A Guide to the Mathematics meets the demand for a simple, nontechnical explanation of the methodology of risk management and financial derivatives." "Risk Management and Financial Derivatives provides clear, concise explanations of the mathematics behind today's complex financial risk management topics. An ideal introduction for ...

- Author : Vjačeslav I. Jukalov,Didier Sornette
- Publisher : Unknown
- Release Date : 2008
- Total pages : 212
- ISBN : 0081004761

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**Summary :** Read online Mathematical Basis of Quantum Decision Theory written by Vjačeslav I. Jukalov,Didier Sornette, published by which was released on 2008. Download full Mathematical Basis of Quantum Decision Theory Books now! Available in PDF, ePub and Kindle....

- Author : Alastair L. Day
- Publisher : Ft Press
- Release Date : 2010
- Total pages : 365
- ISBN : 0081004761

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**Summary :** Mastering Financial Mathematics in Microsoft © Excel provides a comprehensive set of tools, methods and formulas which apply Excel to solving mathematical problems. This fully revised and updated guide is an essential companion for anyone involved in finance, from company accountants, through to analysts, treasury managers and business students. Explaining basic ...