Advanced Stochastic Models in Finance and Economics

ebook ∣ FINANCIAL ENGINEERING

By Elizabeth Mogopodi

cover image of Advanced Stochastic Models in Finance and Economics

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Format

ebook

Series

FINANCIAL ENGINEERING

Author

Elizabeth Mogopodi

Publisher

Elizabeth Mogopodi

Release

19 December 2024

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Subjects

Business Nonfiction

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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:

  • Introduction to Stochastic Processes
  • Advanced Stochastic Models
  • Mathematical Techniques for Stochastic Models
  • Applications and Emerging Trends

    • Format

    ebook

    Series

    FINANCIAL ENGINEERING

    Author

    Elizabeth Mogopodi

    Publisher

    Elizabeth Mogopodi

    Release

    19 December 2024

    Share

    Subjects

    Business Nonfiction
    Advanced Stochastic Models in Finance and Economics