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Introduction to Stochastic Finance with Market Examples
Introduction to Stochastic Finance with Market Examples
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- More about Introduction to Stochastic Finance with Market Examples
The book "Options, Futures, and Other Derivatives" is a comprehensive guide to options, futures, and other derivatives, covering key concepts, strategies, and applications. It includes new chapters on Barrier Options, Lookback Options, Asian Options, Optimal Stopping Theorem, and Stochastic Volatility, with over 235 exercises and 16 problems with complete solutions.
Format: Hardback
Length: 652 pages
Publication date: 13 December 2022
Publisher: Taylor & Francis Ltd
Here is the rephrased text:
Features:
- New chapters on Barrier Options, Lookback Options, Asian Options, Optimal Stopping Theorem, and Stochastic Volatility.
- Contains over 235 exercises and 16 problems with complete solutions.
- Added over 150 graphs and figures, for more than 250 in total, to optimize presentation.
- 57 R coding examples now integrated into the book for implementation of the methods.
- Substantially class-tested, so ideal for course use or self-study.
Weight: 1332g
Dimension: 186 x 260 x 44 (mm)
ISBN-13: 9781032288260
Edition number: 2 ed
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