Stochastic Analysis - Financial Mathematics with Matlab®

Stochastic analysis is a complex field, and this book aims to provide a detailed coverage of it. The book is intended to serve as a comprehensive resource for graduate students and researchers, offering a solid foundation in the principles and techniques of stochastic analysis, with a focus on financial problems.
The book also aims to bridge the gap between theory and practice by providing examples and case studies that illustrate how stochastic analysis can be used to solve real-world financial problems. It addresses the demand for resources that cover the stochastic analysis theory related to finance comprehensively, and hopes to make a valuable contribution to the field by advancing our understanding of stochastic analysis and its applications in finance.
Since stochastic analysis is a rapidly evolving field, the book showcases some of the latest research findings in the topic. It aims to promote further research in the field, serving as a platform for researchers to share their ideas and findings with a wider audience.

Info autore

Prof. Dr. Nikolaos Halidias, University of the Aegean, Department of Statistics and Actuarial - Financial Mathematics, 83200, Greece, E-mail: [e-mail]
Dr. Ioannis Stamatiou, University of West Attica, Department of Surveying and Geoinformatics Engineering, 12243, Greece, E-mail: [e-mail]

Dettagli sul prodotto

• Autori: Nikolaos Halidias, Ioannis Stamatiou, Ioannis S Stamatiou, Ioannis S. Stamatiou
• Editore: De Gruyter
• Lingue: Inglese
• Formato: Tascabile
• Pubblicazione: 08.10.2024, ritardato
• EAN: 9783111442853
• ISBN: 978-3-11-144285-3
• Pagine: 290
• Illustrazioni: 0 b/w and 21 col. ill., 0 b/w and 0 col. tbl.
• Serie: De Gruyter Textbook
• Categorie: Scienze naturali, medicina, informatica, tecnica > Matematica; Mathematik, Optimierung, Optimization, Wahrscheinlichkeitsrechnung und Statistik, Finance, Textbook, Differentialrechnung und -gleichungen, Numerische Mathematik, option pricing, Finance & accounting, Probability & statistics, Numerical analysis, Differential calculus & equations, Stochastics, MAT041000 MATHEMATICS / Numerical Analysis, General studies, BUS001040 BUSINESS & ECONOMICS / Accounting / Managerial, Stochastic Calculus, MAT029000 MATHEMATICS / Probability & Statistics / General, MAT042000 MATHEMATICS / Optimization, Numerical Solution of SDEs, Portfolio Optimization, Implementation with Matlab.