Quantitative Methods for Finance with Simulations II : Numerical Methods and Monte Carlo Integration
by
Geon Ho Choe
Book Details
Format
Hardback or Cased Book
Book Series
Springer Texts in Business and Economics
ISBN-10
3032123305
ISBN-13
9783032123305
Publisher
Springer Nature Switzerland AG
Imprint
Springer Nature Switzerland AG
Country of Manufacture
GB
Country of Publication
GB
Publication Date
May 5th, 2026
Print length
618 Pages
Ksh 11,700.00
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This self-contained book is the second of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods. This volume covers numerical methods, including numerical solutions of ordinary and partial differential equations such as the Black–Scholes–Merton equation, as well as stochastic differential equations, Monte Carlo methods, estimation of implied volatility, stochastic volatility models, and Fourier transform methods for option pricing. The numerical methods are implemented in both Matlab and Python. Background in mathematics is included in the appendices and the level of familiarity with computer programming is kept to a minimum.
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