Quantitative Methods for Finance with Simulations II by Geon Ho Choe
This self-contained book is the second of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods.
This volume covers numerical methods, including numerical solutions of ordinary and partial differential equations such as the Black–Scholes–Merton equation, as well as stochastic differential equations, Monte Carlo methods, estimation of implied volatility, stochastic volatility models, and Fourier transform methods for option pricing. The numerical methods are implemented in both Matlab and Python. Background in mathematics is included in the appendices and the level of familiarity with computer programming is kept to a minimum.
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Energy Economics
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Innovation and Product Management
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Management Accounting
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Small Business Management
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Corporate Finance for Long-Term Value
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Analyzing Financial Data and Implementing Financial Models Using R
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Econometric Analysis of Panel Data
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A Concise Guide to Market Research
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Theoretical Foundations of Commercial Banking - Vol.1
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Prescriptive Analytics
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Logistics Information Systems
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Time Series Econometrics
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Forest Harvest Scheduling
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Real Estate Investment
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Econometrics in Theory and Practice
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Healthcare Analytics
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The New Age of Banking
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Customer Relationship Management
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Operations Research and Management
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Business Ethics and the Environment
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Supply Chain Analytics
Geon Ho Choe is Emeritus Professor at Korea Advanced Institute of Science and Technology (KAIST). He obtained his PhD in Mathematics at the University of California, Berkeley, in 1987. In a career spanning several decades, he supervised 21 PhD students. He is the author of the books Computational Ergodic Theory (Springer, 2005) and Stochastic Analysis for Finance with Simulations (Springer, 2016). He received the 2022 Korean Mathematical Society Education Award.
| SKU | Unavailable |
| ISBN 13 | 9783032123305 |
| ISBN 10 | 3032123305 |
| Title | Quantitative Methods for Finance with Simulations II |
| Author | Geon Ho Choe |
| Series | Springer Texts In Business And Economics |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Springer Nature Switzerland AG |
| Year published | 2026-04-03 |
| Number of pages | 601 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |