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Stochastic Analysis: Financial Mathematics with Matlab(r)
Paperback
Series: de Gruyter Textbook
AccountingGeneral MathematicsProbability & Statistics
Publisher Price: $100.99
ISBN13: 9783111442853
Publisher: de Gruyter
Published: Jun 30 2025
Pages: 408
Weight: 1.43
Height: 0.84 Width: 6.69 Depth: 9.61
Language: English
Stochastic analysis is a complex field, and this book aims to provide a detailed coverage of it. The book is intended to serve as a comprehensive resource for graduate students and researchers, offering a solid foundation in the principles and techniques of stochastic analysis, with a focus on financial problems.
The book also aims to bridge the gap between theory and practice by providing examples and case studies that illustrate how stochastic analysis can be used to solve real-world financial problems. It addresses the demand for resources that cover the stochastic analysis theory related to finance comprehensively, and hopes to make a valuable contribution to the field by advancing our understanding of stochastic analysis and its applications in finance.
Since stochastic analysis is a rapidly evolving field, the book showcases some of the latest research findings in the topic. It aims to promote further research in the field, serving as a platform for researchers to share their ideas and findings with a wider audience.
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