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Lieferstatus:	Vorankündigung
Veröffentlichung:	ANGEKÜNDIGT (August 2026)
Genre:	Schulbücher
	Anlagen und Wertpapiere / Black-Scholes partial differential equation / Brownian motion / Computer simulation / Financial Engineering / Heston model / Interest Rate Modeling / Mathematics in Business, Economics and Finance / option pricing / Stochastic Calculus / Stochastic Processes / Stochastik / the martingale method / Wahrscheinlichkeitsrechnung und Statistik mehr...
ISBN:	9783032123268
EAN-Code:	9783032123268
Verlag:	Springer International Publishing
Einband:	Gebunden
Sprache:	English
Dimensionen:	H 235 mm / B 155 mm / D
Seiten:	626
Illustration:	XXXVI, 626 p. 213 illus., 149 illus. in color., farbige Illustrationen, schwarz-weiss Illustrationen
Zus. Info:	EUDR exemption - product or manufacturing materials placed on the market prior to 31.12.2025.
Bewertung:	Keine Bewertung vor Veröffentlichung möglich.

Inhalt:

This self-contained book is the first of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods.   This volume covers stochastic analysis, option pricing theory, optimal portfolio investment, and bond pricing. Computer simulations in Matlab and Python are provided to illustrate theoretical ideas. Background in mathematics is included in the appendices and the level of familiarity with computer programming is kept to a minimum.