Quantitative Methods for Finance with Simulations I: An Introduction to Stochastic Analysis and Option Pricing
暫譯: 金融量化方法與模擬 I：隨機分析與選擇權定價導論

Choe, Geon Ho

Quantitative Methods for Finance with Simulations I: An Introduction to Stochastic Analysis and Option Pricing

商品描述

This self-contained book is the first of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods.

This volume covers stochastic analysis, option pricing theory, optimal portfolio investment, and bond pricing. Computer simulations in Matlab and Python are provided to illustrate theoretical ideas. Background in mathematics is included in the appendices and the level of familiarity with computer programming is kept to a minimum.

商品描述(中文翻譯)

本書內容完整自成一體，是兩卷本套書的第一卷，全面介紹量化金融（quantitative finance），涵蓋理論與計算方法。

本卷涵蓋隨機分析、選擇權定價理論、最佳投資組合配置，以及債券定價。書中提供 Matlab 與 Python 的電腦模擬，用於說明理論概念。附錄收錄所需的數學背景知識，並將讀者對電腦程式設計的熟悉程度要求維持在最低限度。

作者簡介

Geon Ho Choe is Emeritus Professor at the 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.

作者簡介(中文翻譯)

Geon Ho Choe 是韓國科學技術院（Korea Advanced Institute of Science and Technology，KAIST）榮譽教授。他於 1987 年在 University of California, Berkeley 取得數學博士學位。在數十年的學術生涯中，他指導了 21 名博士生。他著有《Computational Ergodic Theory》（Springer，2005 年）以及《Stochastic Analysis for Finance with Simulations》（Springer，2016 年）。他曾獲頒 2022 年 Korean Mathematical Society Education Award。

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