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{ "item_title" : "Advanced Stochastic Methods for Finance", "item_author" : [" Alice Schwartz", "Hayden Van Der Post "], "item_description" : "Reactive PublishingThis book presents advanced stochastic methods used in quantitative finance, with primary emphasis on continuous-time models.Topics include the mathematical foundations of continuous-time stochastic processes, Itcalculus, stochastic differential equations, and their application to financial modeling. The text develops the necessary tools for pricing, hedging, and risk analysis in continuous-time settings, then extends the discussion to selected related frameworks that arise in modern quantitative work.The material is developed rigorously yet with attention to practical implementation. Derivations and proofs are provided where they clarify structure or assumptions, and the exposition is oriented toward readers who already possess a working knowledge of probability, calculus, and basic financial theory.Intended for graduate students, quantitative researchers, and practitioners seeking a focused treatment of continuous-time stochastic methods in finance.", "item_img_path" : "https://covers3.booksamillion.com/covers/bam/9/79/819/253/9798192535950_b.jpg", "price_data" : { "retail_price" : "39.99", "online_price" : "39.99", "our_price" : "39.99", "club_price" : "39.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Advanced Stochastic Methods for Finance|Alice Schwartz

Advanced Stochastic Methods for Finance : Continuous-Time Models and Beyond

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Overview

Reactive Publishing

This book presents advanced stochastic methods used in quantitative finance, with primary emphasis on continuous-time models.

Topics include the mathematical foundations of continuous-time stochastic processes, It calculus, stochastic differential equations, and their application to financial modeling. The text develops the necessary tools for pricing, hedging, and risk analysis in continuous-time settings, then extends the discussion to selected related frameworks that arise in modern quantitative work.

The material is developed rigorously yet with attention to practical implementation. Derivations and proofs are provided where they clarify structure or assumptions, and the exposition is oriented toward readers who already possess a working knowledge of probability, calculus, and basic financial theory.

Intended for graduate students, quantitative researchers, and practitioners seeking a focused treatment of continuous-time stochastic methods in finance.

This item is Non-Returnable

Details

  • ISBN-13: 9798192535950
  • ISBN-10: 9798192535950
  • Publisher: Independently Published
  • Publish Date: August 2026
  • Dimensions: 9 x 6 x 1.54 inches
  • Shipping Weight: 1.62 pounds
  • Page Count: 620

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