The Art of Quantitative Finance Vol.2 - Volatilities, Stochastic Analysis and Valuation Tools (Hardcover, 1st ed. 2023)

This textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of more complex financial products and strategies. The author discusses how to make use of mathematical methods to analyse volatilities in capital markets. Furthermore, he illustrates how to apply and extend the Black-Scholes theory to several fields in finance. In the final section of the book, the author introduces the readers to the fundamentals of stochastic analysis and presents examples of applications. This book builds on the previous volume of the author’s trilogy on quantitative finance. The aim of the second volume is to present and discuss more complex and advanced techniques of modern financial mathematics in a way that is intuitive and easy to follow. As in the previous volume, the author provides financial mathematicians with insights into practical requirements when applying financial mathematical techniques in the real world.  

General

Imprint:	Springer International Publishing AG
Country of origin:	Switzerland
Series:	Springer Texts in Business and Economics
Release date:	March 2023
First published:	2023
Authors:	Gerhard Larcher
Dimensions:	235 x 155mm (L x W)
Format:	Hardcover
Pages:	353
Edition:	1st ed. 2023
ISBN-13:	978-3-03-123869-7
Categories:	Books > Business & Economics > Finance & accounting > Finance > General Books > Business & Economics > Business & management > Management & management techniques > General Books > Science & Mathematics > Mathematics > Applied mathematics > General Books > Money & Finance > General
LSN:	3-03-123869-9
Barcode:	9783031238697

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