Stochastic analysis : financial mathematics with MATLAB / Nikolaos Halidias, Ioannis S. Stamatiou.

Format:

Book

Author/Creator:

Halidias, Nikolaos, author.

Stamatiou, Ioannis S., author.

Language:

English

Subjects (All):

Business mathematics.

Finance--Statistics.

Finance.

Stochastic analysis.

Physical Description:

1 online resource

Place of Publication:

Berlin : Walter de Gruyter GmbH, [2025]

Summary:

"Stochastic analysis is a complex field, and this book aims to provide a detailed coverage of it. The book is intended to serve as a comprehensive resource for graduate students and researchers, offering a solid foundation in the principles and techniques of stochastic analysis, with a focus on financial problems.The book also aims to bridge the gap between theory and practice by providing examples and case studies that illustrate how stochastic analysis can be used to solve real-world financial problems. It addresses the demand for resources that cover the stochastic analysis theory related to finance comprehensively, and hopes to make a valuable contribution to the field by advancing our understanding of stocha"-- From De Gruyter Brill.

Contents:

Combinatorics

Random experiment, sample space

Random variables

Discrete random variables

Expectation

Absolutely continuous random variables

Characteristic functions

Discrete-time markov chains

Poisson stochastic process

Continuous-time stochastic processes

Applications in financial mathematics.

Notes:

Includes bibliographical references and index.

Online resource; title from PDF title page (De Gruyter Brill, viewed May 7, 2026).

Other Format:

Print version : Halidias, Nikolaos. Stochastic analysis.

ISBN:

9783111443737

9783111443744

3111443744

3111443736

OCLC:

1526229663

Publisher Number:

CIPO000245827

Access Restriction:

Restricted for use by site license