Stochastic Finance with Python (Record no. 65719)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03985nam a22005175i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 979-8-8688-1052-7 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20251030114618.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 241214s2024 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9798868810527 |
| -- | 979-8-8688-1052-7 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/979-8-8688-1052-7 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA76.73.P98 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | UMX |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | COM051360 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | UMX |
| Source | thema |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Nag, Avishek. |
| Relator term | author. |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 9 (RLIN) | 88949 |
| 245 10 - TITLE STATEMENT | |
| Title | Stochastic Finance with Python |
| Medium | [electronic resource] : |
| Remainder of title | Design Financial Models from Probabilistic Perspective / |
| Statement of responsibility, etc. | by Avishek Nag. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. 2024. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Berkeley, CA : |
| Name of producer, publisher, distributor, manufacturer | Apress : |
| -- | Imprint: Apress, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2024. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XIV, 396 p. 103 illus. |
| Other physical details | online resource. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS | |
| File type | text file |
| Encoding format | |
| Source | rda |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Part I - Foundations & Pre-requisites -- Chapter 1 - Introduction -- Chapter 2 – Finance Basics & Data Sources -- Chapter 3 - Probability -- Chapter 4 - Simulation -- Chapter 5 – Stochastic Process -- Part II – Basic Asset Price Modelling -- Chapter 6 – Diffusion Model -- Chapter 7 – Jump Models -- Part III – Financial Options Modelling -- Chapter 8 – Options & Black-Scholes Model -- Chapter 9 – PDE, Finite-Difference & Black-Scholes Model -- Part IV - Portfolios -- Chapter 10 – Portfolio Optimization. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Journey through the world of stochastic finance from learning theory, underlying models, and derivations of financial models (stocks, options, portfolios) to the almost production-ready Python components under cover of stochastic finance. This book will show you the techniques to estimate potential financial outcomes using stochastic processes implemented with Python. The book starts by reviewing financial concepts, such as analyzing different asset types like stocks, options, and portfolios. It then delves into the crux of stochastic finance, providing a glimpse into the probabilistic nature of financial markets. You’ll look closely at probability theory, random variables, Monte Carlo simulation, and stochastic processes to cover the prerequisites from the applied perspective. Then explore random walks and Brownian motion, essential in understanding financial market dynamics. You’ll get a glimpse of two vital modelling tools used throughout the book - stochastic calculus and stochastic differential equations (SDE). Advanced topics like modeling jump processes and estimating their parameters by Fourier-transform-based density recovery methods can be intriguing to those interested in full-numerical solutions of probability models. Moving forward, the book covers options, including the famous Black-Scholes model, dissecting it from both risk-neutral probability and PDE perspectives. A chapter at the end also covers the discovery of portfolio theory, beginning with mean-variance analysis and advancing to portfolio simulation and the efficient frontier. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 64608 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| General subdivision | Finance. |
| 9 (RLIN) | 58021 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 58071 |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 47553 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 57278 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 69289 |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer Nature eBook |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9798868810510 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9798868810534 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9798868813474 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://doi.org/10.1007/979-8-8688-1052-7">https://doi.org/10.1007/979-8-8688-1052-7</a> |
| 912 ## - | |
| -- | ZDB-2-CWD |
| 912 ## - | |
| -- | ZDB-2-SXPC |
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