Quantitative Methods for Finance with Simulations II

Geon Ho Choe ()
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Geon Ho Choe: Korea Advanced Institute of Science and Technology, Department of Mathematical Sciences

in Springer Texts in Business and Economics from Springer

Date: 2026
ISBN: 978-3-032-12331-2
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Chapters in this book:

Ch Chapter 1 Numerical Methods for Ordinary Differential Equations

Geon Ho Choe

Ch Chapter 10 Multidimensional Itô Calculus

Geon Ho Choe

Ch Chapter 11 The Multi-asset Black–Scholes–Merton Equation

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Ch Chapter 12 Random Numbers

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Ch Chapter 13 The Monte Carlo MethodMonte Carlo method

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Ch Chapter 14 The Monte Carlo Method for Option Pricing

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Ch Chapter 15 Historical Volatility

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Ch Chapter 16 Numerical Methods for Finding Zeros of a Function

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Ch Chapter 17 Numerical Computation of Implied Volatility

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Ch Chapter 18 Recursive Methods for Pricing of Asian Options

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Ch Chapter 19 A Control Variate Method Based On Conditioning

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Ch Chapter 2 The Second Order Linear Partial Differential Equations

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Ch Chapter 20 Stochastic Volatility

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Ch Chapter 21 Heston’s Stochastic Volatility Model

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Ch Chapter 22 Option Pricing Formula Under the Heston Model

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Ch Chapter 23 Numerical Methods for the Heston Formula

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Ch Chapter 24 Fourier Transforms for Stochastic Processes

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Ch Chapter 25 Option Pricing by the Fourier Transform

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Ch Chapter 26 Examples of Python Codes

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Ch Chapter 3 Numerical Methods for Elliptic Equations

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Ch Chapter 4 Numerical Methods for Parabolic Equations

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Ch Chapter 5 Numerical Methods for Hyperbolic Equations

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Ch Chapter 6 Numerical Methods for the Black–Scholes–Merton Equation

Geon Ho Choe

Ch Chapter 7 Numerical Methods for Pricing American Put Options

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Ch Chapter 8 Numerical Methods for Stochastic Differential Equations

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Ch Chapter 9 Multidimensional Brownian Motion

Geon Ho Choe

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DOI: 10.1007/978-3-032-12331-2

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