Stochastic Finance An Introduction with Examples
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Description
Stochastic Finance provides an introduction to mathematical finance that is unparalleled in its accessibility. Through classroom testing, the authors have identified common pain points for students, and their approach takes great care to help the reader to overcome these difficulties and to foster understanding where comparable texts often do not. Written for advanced undergraduate students, and making use of numerous detailed examples to illustrate key concepts, this text provides all the mathematical foundations necessary to model transactions in the world…
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Key features
- Written in an accessible and engaging way by experienced instructors; the clarity of explanation ensures students understand and retain the basic and complex concepts
- Carefully explains and motivates the ideas behind the mathematics
- Unlike other texts on the subject, this one explicitly and clearly states the market assumptions
- Plenty of examples, especially those illustrating the more difficult concepts, providing students with extensive opportunities to see theory put into practice
- Written for mathematics students rather than finance or business students
About the book
- DOI https://doi.org/10.1017/9781009049672
- Subjects Mathematical Finance,Mathematics
- Format: Hardback
- Publication date: 06 April 2023
- ISBN: 9781316511251
- Dimensions (mm): 246 x 189 mm
- Weight: 0.7kg
- Page extent: 252 pages
- Availability: In stock
- Format: Paperback
- Publication date: 06 April 2023
- ISBN: 9781009048941
- Dimensions (mm): 246 x 189 mm
- Weight: 0.57kg
- Page extent: 260 pages
- Availability: In stock
- Format: Digital
- Publication date: 16 February 2023
- ISBN: 9781009049672
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