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

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

Paperback

Investing & FinanceCalculus

ISBN13: 9798192535950
Publisher: Independently Published
Published: Aug 13 2026
Pages: 620
Weight: 1.62
Height: 1.54 Width: 6.00 Depth: 9.00
Language: English
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, Itô 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.

Also from

Schwartz, Alice

Also in

Calculus