Portfolio Management in Continuous Time

Name: Portfolio Management in Continuous Time
Brand: Springer, Berlin
SKU: 9783031999093
Price: 488.4 RON
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Numerical Applications in R and Python. DE

Autor: Francesco Menoncin

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Legare: Carte broșată

Editura: Springer, Berlin

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488.40 lei

This textbook covers essential topics in quantitative finance, including stochastic calculus, portfo...

Informații despre carte

Autor

Francesco Menoncin

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2025

Pagini

250

EAN

9783031999093

Enbook ID

49317521

Editura

Springer, Berlin

Dimensiuni

155 x 235

Descriere completă

This textbook covers essential topics in quantitative finance, including stochastic calculus, portfolio optimization (static and dynamic), and risk-neutral pricing. Combining financial theory with real-world applications, the book presents a step-by-step guide to modelling financial data in continuous time using R and Python. The side-by-side presentation of the two software languages allows readers to grasp the similarities and differences between the two codes, while guiding them through models calibrated with actual market data that illustrate the quantitative characteristics of optimal portfolios.

Reinforced with pedagogical features including accompanying online datasets and numerical exercises to understand stochastic processes, this textbook will be a valuable resource for postgraduate students on corporate finance, quantitative finance, portfolio and investment management, risk management and actuarial courses, as well as finance professionals undertaking quantitative modelling.

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Portfolio Management in Continuous Time

Numerical Applications in R and Python. DE

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Descriere completă

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