Applied Financial Stochastic Calculus: A Practical Approach with Real-World Scenarios: A Comprehensive Guide 2025
Applied Financial Stochastic Calculus: A Practical Approach with Real-World Scenarios: A Comprehensive Guide 2025 by Hayden Van Der Post, Reactive Publishing, Alice Schwartz
English | January 8, 2025 | ISBN: N/A | ASIN: B0DSM2BD5K | 352 pages | EPUB | 1.32 Mb
English | January 8, 2025 | ISBN: N/A | ASIN: B0DSM2BD5K | 352 pages | EPUB | 1.32 Mb
Reactive Publishing
Applied Financial Stochastic Calculus: A Practical Approach with Real-World Scenarios is a comprehensive guide designed for finance professionals, quantitative analysts, and students seeking to master the principles of stochastic calculus in financial modeling. This book bridges the gap between theoretical concepts and their practical applications in the world of finance, providing a clear, hands-on approach to understanding complex mathematical models used in derivatives pricing, risk management, and financial forecasting.
The book demystifies stochastic processes and tools such as Brownian motion, Itô's lemma, and the Black-Scholes model, presenting them in an accessible yet rigorous manner. Each chapter is built around real-world financial problems, featuring step-by-step walkthroughs, illustrative examples, and Python code snippets to reinforce key concepts.
Key topics covered include:
- Fundamentals of Stochastic Calculus: Explore the building blocks of continuous-time models, from random walks to Itô calculus.
- Options Pricing Models: Gain practical insights into the Black-Scholes equation and extensions for exotic options.
- Risk Management Applications: Learn how to apply stochastic calculus techniques to Value at Risk (VaR) and portfolio optimization.
- Hands-On Examples: Solve real-world financial challenges with code-driven solutions and market data.
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