Elizabeth Mogopodi

Advanced Stochastic Models in Finance and Economics (FINANCIAL ENGINEERING) (eBook, ePUB)

• Format: ePub

Produktbeschreibung

Advanced Stochastic Models in Finance and Economics" is a comprehensive guide to the mathematical techniques and stochastic models used to analyze complex financial systems. This ebook provides expert insights, real-world examples, and practical advice for finance professionals, economists, and researchers seeking to master advanced stochastic models.

Discover how to:

• Understand the fundamentals of stochastic processes, including Markov chains, random walks, and diffusion processes
• Apply advanced stochastic models, including jump-diffusion models, stochastic volatility models, and regime-switching models, to analyze complex financial systems
• Master mathematical techniques, including stochastic calculus, martingale theory, and numerical methods, to solve stochastic models and analyze financial data
• Develop and implement effective stochastic model-based strategies for finance applications, including option pricing, risk management, and portfolio optimization

This ebook covers key topics such as:

• Introduction to stochastic processes: fundamentals, types, and applications
• Advanced stochastic models: jump-diffusion models, stochastic volatility models, and regime-switching models
• Mathematical techniques for stochastic models: stochastic calculus, martingale theory, and numerical methods
• Applications of stochastic models in finance: option pricing, risk management, and portfolio optimization
• Emerging trends and future directions: machine learning, artificial intelligence, and big data analytics

This ebook is divided into four parts:

1. Introduction to Stochastic Processes
2. Advanced Stochastic Models
3. Mathematical Techniques for Stochastic Models
4. Applications and Emerging Trends

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Produktdetails

• Verlag: Elizabeth Mogopodi
• Erscheinungstermin: 19. Dezember 2024
• Englisch
• ISBN-13: 9798230703471
• Artikelnr.: 72620448

Autorenporträt

"Unlock the Future: Insights from a Visionary Leader"

Join Elizabeth Mogopodi, a renowned technology and statistics leader with over 28 years of experience, on a journey to unlock the secrets of success in today's fast-paced world. As a seasoned author of numerous books on Technology, Business, Economics, Advanced Science and Technology, Psychology, Education, and motivational content, she shares her expert knowledge and insights to help you, cultivate mindset to succeed in today's complex and competitive landscape.