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Gerhard Larcher

The Art of Quantitative Finance Vol.2: Volatilities, Stochastic Analysis and Valuation Tools

The Art of Quantitative Finance Vol.2: Volatilities, Stochastic Analysis and Valuation Tools

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  • More about The Art of Quantitative Finance Vol.2: Volatilities, Stochastic Analysis and Valuation Tools


This textbook is a valuable resource for financial mathematicians and students seeking to understand the valuation of complex financial products and strategies. It discusses how to use mathematical methods to analyse volatilities in capital markets and applies the Black-Scholes theory to various fields in finance. It also introduces the fundamentals of stochastic analysis and presents examples of applications.

Format: Hardback
Length: 353 pages
Publication date: 24 March 2023
Publisher: Springer International Publishing AG


This comprehensive textbook offers a wealth of essential techniques from financial mathematics and stochastic analysis, empowering readers to evaluate complex financial products and strategies with precision. The author delves into the realm of mathematical methods, exploring their application in analyzing volatilities within capital markets. Furthermore, he showcases the practical implementation and extension of the Black-Scholes theory across various domains of finance. In the concluding section, the author introduces the fundamentals of stochastic analysis, providing illustrative examples of its applications. This book serves as a valuable sequel to the author's previous volume in the trilogy on quantitative finance, aiming to present and discuss advanced techniques of modern financial mathematics in a user-friendly and accessible manner. As with the preceding volume, the author aims to provide financial mathematicians with valuable insights into the practical considerations and challenges involved in applying financial mathematical techniques in the real world.

This comprehensive textbook offers a wealth of essential techniques from financial mathematics and stochastic analysis, empowering readers to evaluate complex financial products and strategies with precision.


The author delves into the realm of mathematical methods, exploring their application in analyzing volatilities within capital markets. Furthermore, he showcases the practical implementation and extension of the Black-Scholes theory across various domains of finance. In the concluding section, the author introduces the fundamentals of stochastic analysis, providing illustrative examples of its applications.

This book serves as a valuable sequel to the author's previous volume in the trilogy on quantitative finance, aiming to present and discuss advanced techniques of modern financial mathematics in a user-friendly and accessible manner. As with the preceding volume, the author aims to provide financial mathematicians with valuable insights into the practical considerations and challenges involved in applying financial mathematical techniques in the real world.

Weight: 717g
Dimension: 235 x 155 (mm)
ISBN-13: 9783031238697
Edition number: 1st ed. 2023

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