Quantitative Methods for Finance with Simulations I
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Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-032-12327-5
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Book Chapters
The following chapters of this book are listed in IDEAS- Geon Ho Choe, 2026. "Fundamental Concepts," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 3-15, Springer.
- Geon Ho Choe, 2026. "Financial Derivatives," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 17-24, Springer.
- Geon Ho Choe, 2026. "The Lebesgue Integral," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 27-41, Springer.
- Geon Ho Choe, 2026. "Basic Probability Theory," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 43-76, Springer.
- Geon Ho Choe, 2026. "Conditional Expectation," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 77-92, Springer.
- Geon Ho Choe, 2026. "Stochastic Processes," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 95-106, Springer.
- Geon Ho Choe, 2026. "Brownian Motion," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 107-132, Springer.
- Geon Ho Choe, 2026. "The Reflection Principle of Brownian Motion," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 133-146, Springer.
- Geon Ho Choe, 2026. "The Itô Integral," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 149-171, Springer.
- Geon Ho Choe, 2026. "The Itô Formula," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 173-196, Springer.
- Geon Ho Choe, 2026. "Girsanov’s Theorem," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 197-211, Springer.
- Geon Ho Choe, 2026. "Stochastic Differential Equations," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 213-232, Springer.
- Geon Ho Choe, 2026. "The Feynman–Kac Theorem," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 233-245, Springer.
- Geon Ho Choe, 2026. "The Binomial Tree Method for Option Pricing," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 14, pages 249-280, Springer.
- Geon Ho Choe, 2026. "The Black–Scholes–Merton Differential Equation," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 281-319, Springer.
- Geon Ho Choe, 2026. "The Martingale Method," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 321-333, Springer.
- Geon Ho Choe, 2026. "Pricing of Vanilla Options," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 337-364, Springer.
- Geon Ho Choe, 2026. "Pricing of Exotic Options," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 365-380, Springer.
- Geon Ho Choe, 2026. "American Options," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 381-396, Springer.
- Geon Ho Choe, 2026. "The Capital Asset Pricing Model," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 399-426, Springer.
- Geon Ho Choe, 2026. "Dynamic Programming," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 427-441, Springer.
- Geon Ho Choe, 2026. "Bond Pricing," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 445-474, Springer.
- Geon Ho Choe, 2026. "Short-Rate Models," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 475-491, Springer.
- Geon Ho Choe, 2026. "Numeraires," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 493-503, Springer.
- Geon Ho Choe, 2026. "Examples of Python Codes," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations I, chapter 0, pages 507-542, Springer.
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