Stochastic Analysis

Financial Mathematics with Matlab®
1. Auflage 2026
ISBN: 978-3-11-144285-3
Verlag: De Gruyter

Buch, Englisch, 290 Seiten, Format (B × H): 170 mm x 240 mm

Reihe: De Gruyter Textbook

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 stochastic analysis and its applications in finance. Since stochastic analysis is a rapidly evolving field, the book showcases some of the latest research findings in the topic. It aims to promote further research in the field, serving as a platform for researchers to share their ideas and findings with a wider audience.

Autoren/Hrsg.

Halidias, Nikolaos

Stamatiou, Ioannis

Fachgebiete

• Mathematik | Informatik Mathematik Mathematische Analysis Differentialrechnungen und -gleichungen
• Wirtschaftswissenschaften Betriebswirtschaft Unternehmensfinanzen Betriebliches Rechnungswesen
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Numerische Mathematik
• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Optimierung

Über Autor(innen)

Prof. Dr. Nikolaos Halidias, University of the Aegean, Department of Statistics and Actuarial – Financial Mathematics, 83200, Greece, E-mail: [e-mail] Dr. Ioannis Stamatiou, University of West Attica, Department of Surveying and Geoinformatics Engineering, 12243, Greece, E-mail: [e-mail]