Introduction to Stochastic Finance with Market Examples (Chapman and Hall/CRC Financial Mathematics Series) - Image 1

£95.78

CRC Press Introduction to Stochastic Finance with Market Examples (Chapman and Hall/CRC Financial Mathematics Series)

Name: Introduction to Stochastic Finance with Market Examples (Chapman and Hall/CRC Financial Mathematics Series)
Brand: CRC Press
Price: 95.78 GBP
Availability: InStock

Applied Mathematics

This is the most expensive it has ever been. Walk away.

£96 today · previous high £96 · all-time low £45

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 53 days · 53 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 53 days • 3 price levels

Days at Price

Current Price

Price Analysis

Most common price: £96 (28 days, 52.8%)

Price range: £45 - £96

Price levels: 3 different prices over 53 days

Description

Introduction to Stochastic Finance with Market Examples, Second Edition 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, and details the techniques required to model the time evolution of risky assets. The book discusses a wide range of classical topics including Black–Scholes pricing, American options, derivatives, term structure modeling, and change of numéraire. It also builds up to special topics, such as exotic options, stochastic volatility, and jump processes. New to this Edition 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 available online from the instructor resources 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 With abundant exercises, problems with complete solutions, graphs and figures, and R coding examples, the book is primarily aimed at advanced undergraduate and graduate students in applied mathematics, financial engineering, and economics. It could be used as a course text or for self-study and would also be a comprehensive and accessible reference for researchers and practitioners in the field.

Key Features

Introduction to Stochastic Finance with Market Examples (Chapman and Hall/CRC Financial Mathematics Series)

Product_Type: ABIS_BOOK

Brand: Chapman and Hall/CRC

Product Specifications

Brand: CRC Press
Format: hardcover
ASIN: 1032288264
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 13 December 2022
Listed Since: 12 May 2022

Barcode

No barcode data available

CRC Press Introduction to Stochastic Finance with Market Examples (Chapman and Hall/CRC Financial Mathematics Series)

This is the most expensive it has ever been. Walk away.

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach

American-Style Derivatives: Valuation and Computation (Chapman and Hall/CRC Financial Mathematics Series)

The Mathematics of Finance: Modeling and Hedging (Pure and Applied Undergraduate Texts)

American-Style Derivatives: Valuation and Computation (Chapman and Hall/CRC Financial Mathematics Series)

Analytical Finance: Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation: 1

Stochastic Finance: A Numeraire Approach (Chapman and Hall/CRC Financial Mathematics Series)

Stochastic Processes and Financial Mathematics: 1 (Mathematics Study Resources, 1)

Malliavin Calculus in Finance: Theory and Practice (Chapman and Hall/CRC Financial Mathematics Series)

Paul Wilmott on Quantitative Finance 2nd Edition

Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)

Computation and Simulation for Finance: An Introduction with Python (Springer Undergraduate Texts in Mathematics and Technology)

Arbitrage Theory In Discrete And Continuous Time

Option Valuation under Stochastic Volatility II: With Mathematica Code

Problems and Solutions in Mathematical Finance, Volume 2: Equity Derivatives (The Wiley Finance Series)

Financial Mathematics: A Comprehensive Treatment in Discrete Time (Chapman and Hall/CRC Financial Mathematics Series)

Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

An Introduction to Exotic Option Pricing (Chapman & Hall/CRC Financial Mathematics)

Springer Financial Mathematics, Derivatives and Structured Products

Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

Martingale Methods in Financial Modelling: 36 (Stochastic Modelling and Applied Probability, 36)

Introduction to Option Pricing Theory

Fitting Local Volatility: Analytic And Numerical Approaches In Black-Scholes And Local Variance Gamma Models