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.
| ISBN: | 9783032123305 |
| Publication date: | 5th May 2026 |
| Author: | Geon Ho Choe |
| Publisher: | Springer an imprint of Springer Nature Switzerland |
| Format: | Hardback |
| Pagination: | 626 pages |
| Series: | Springer Texts in Business and Economics |
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.
Hardback. £58.49, down from the £64.99 cover price. Not Available.
Quantitative Methods for Finance With Simulations. II Numerical Methods and Monte Carlo Integration was written by Geon Ho Choe and published by Springer an imprint of Springer Nature Switzerland
Quantitative Methods for Finance With Simulations. II Numerical Methods and Monte Carlo Integration has 626 pages
Yes it is part of Springer Texts in Business and Economics series
£58.49, reduced from £64.99. Not Available.