Introduction to Stochastic Finance with Market Examples

This book presents an introduction to pricing and hedging in discrete and continuous time financial models, emphasizing both analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in finance, covering the basics of stochastic calculus for finance.

• | : Nicolas Privault (Nanyang Technological University, Singapore)
• | Publisher: Taylor & Francis Ltd
• | Publication Date: Dec 13, 2022
• | Country of Publication: United Kingdom
• | Number of Pages: 652 pages
• | Language: Unknown
• | Binding: Hardback
• | ISBN-10: 1032288264
• | ISBN-13: 9781032288260