• Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Advanced Stochastic Methods in Quantitative Finance: Beyond the Black-Scholes World: Jumps, Levy Processes, and Rough Paths

Advanced Stochastic Methods in Quantitative Finance: Beyond the Black-Scholes World: Jumps, Levy Processes, and Rough Paths

Paperback

Investing & FinanceCalculus

Currently unavailable to order

ISBN13: 9798243050807
Publisher: Independently Published
Published: Jan 7 2026
Pages: 566
Weight: 1.65
Height: 1.15 Width: 6.00 Depth: 9.00
Language: English
Reactive Publishing

Advanced Stochastic Methods in Quantitative Finance goes beyond the classical assumptions that dominate traditional financial modeling and confronts the realities of modern markets. Moving past the Gaussian world of Brownian motion and Black-Scholes, this book provides a rigorous yet applied treatment of the stochastic structures that better capture jumps, heavy tails, volatility clustering, and path-dependent behavior observed in real asset prices.

Also from

Munrow, Danny

Also in

Investing & Finance