20 Best Stochastics And Financial Mathematics [2024]

Are you looking for the best Stochastics And Financial Mathematics? Based on expert reviews, we ranked them. We've listed our top-ranked picks, including the top-selling Stochastics And Financial Mathematics.

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# Preview Product
1 Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability, 53) Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability, 53)
2 Stochastic Volatility Modeling (Chapman and Hall/CRC Financial Mathematics Series) Stochastic Volatility Modeling (Chapman and Hall/CRC Financial Mathematics Series)
3 Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series) Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)
4 Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability, 45) Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability, 45)
5 Stochastic Finance: A Numeraire Approach (Chapman and Hall/CRC Financial Mathematics Series) Stochastic Finance: A Numeraire Approach (Chapman and Hall/CRC Financial Mathematics Series)
6 Commodities (Chapman and Hall/CRC Financial Mathematics Series) Commodities (Chapman and Hall/CRC Financial Mathematics Series)
7 Derivatives in Financial Markets with Stochastic Volatility Derivatives in Financial Markets with Stochastic Volatility
8 An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation
9 Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics... Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial...
10 Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic... Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic...
11 Stochastic Optimal Control and the U.S. Financial Debt Crisis Stochastic Optimal Control and the U.S. Financial Debt Crisis
12 Introduction to Financial Mathematics (Advances in Applied Mathematics) Introduction to Financial Mathematics (Advances in Applied Mathematics)
13 Stochastics of Environmental and Financial Economics: Centre of Advanced Study, Oslo, Norway,... Stochastics of Environmental and Financial Economics: Centre of Advanced Study, Oslo, Norway,...
14 Financial Mathematics, Derivatives and Structured Products Financial Mathematics, Derivatives and Structured Products
15 Introduction to Stochastic Programming (Springer Series in Operations Research and Financial... Introduction to Stochastic Programming (Springer Series in Operations Research and Financial...
16 Interest Rate Modeling: Theory and Practice, Second Edition (Chapman and Hall/CRC Financial... Interest Rate Modeling: Theory and Practice, Second Edition (Chapman and Hall/CRC Financial...
17 Modeling with Stochastic Programming (Springer Series in Operations Research and Financial... Modeling with Stochastic Programming (Springer Series in Operations Research and Financial...
18 Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability, 36) Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability, 36)
19 Stochastic-Process Limits: An Introduction to Stochastic-Process Limits and Their Application to... Stochastic-Process Limits: An Introduction to Stochastic-Process Limits and Their Application to...
20 The Financial Mathematics of Market Liquidity (Chapman and Hall/CRC Financial Mathematics Series) The Financial Mathematics of Market Liquidity (Chapman and Hall/CRC Financial Mathematics Series)
SaleBestseller No. 1
Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability, 53)
  • Springer
  • Hardcover Book
  • Glasserman, Paul (Author)
  • English (Publication Language)
  • 609 Pages - 08/07/2003 (Publication Date) - Springer (Publisher)
Bestseller No. 2
Stochastic Volatility Modeling (Chapman and Hall/CRC Financial Mathematics Series)
  • Amazon Kindle Edition
  • Bergomi, Lorenzo (Author)
  • English (Publication Language)
  • 522 Pages - 12/16/2015 (Publication Date) - Chapman and Hall/CRC (Publisher)
SaleBestseller No. 3
Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)
  • Kennedy, Douglas (Author)
  • English (Publication Language)
  • 264 Pages - 09/10/2018 (Publication Date) - Chapman and Hall/CRC (Publisher)
SaleBestseller No. 4
Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability, 45)
  • Steele, J. Michael (Author)
  • English (Publication Language)
  • 312 Pages - 12/01/2010 (Publication Date) - Springer (Publisher)
Bestseller No. 5
Stochastic Finance: A Numeraire Approach (Chapman and Hall/CRC Financial Mathematics Series)
  • Vecer, Jan (Author)
  • English (Publication Language)
  • 342 Pages - 06/14/2017 (Publication Date) - CRC Press (Publisher)
Bestseller No. 6
Commodities (Chapman and Hall/CRC Financial Mathematics Series)
  • English (Publication Language)
  • 703 Pages - 12/13/2019 (Publication Date) - Chapman and Hall/CRC (Publisher)
SaleBestseller No. 7
Derivatives in Financial Markets with Stochastic Volatility
  • Hardcover Book
  • Fouque, Jean-Pierre (Author)
  • English (Publication Language)
  • 218 Pages - 07/03/2000 (Publication Date) - Cambridge University Press (Publisher)
SaleBestseller No. 8
An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation
  • Used Book in Good Condition
  • Higham, Desmond J. (Author)
  • English (Publication Language)
  • 296 Pages - 04/19/2004 (Publication Date) - Cambridge University Press (Publisher)
Bestseller No. 9
Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics...
  • Amazon Kindle Edition
  • Lamberton, Damien (Author)
  • English (Publication Language)
  • 254 Pages - 12/14/2011 (Publication Date) - Chapman and Hall/CRC (Publisher)
SaleBestseller No. 10
Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic...
  • Used Book in Good Condition
  • Hardcover Book
  • Pham, Huyên (Author)
  • English (Publication Language)
  • 249 Pages - 06/18/2009 (Publication Date) - Springer (Publisher)
Bestseller No. 11
Stochastic Optimal Control and the U.S. Financial Debt Crisis
  • Amazon Kindle Edition
  • Stein, Jerome L. (Author)
  • English (Publication Language)
  • 227 Pages - 03/30/2012 (Publication Date) - Springer (Publisher)
Bestseller No. 12
Introduction to Financial Mathematics (Advances in Applied Mathematics)
  • Amazon Kindle Edition
  • Hastings, Kevin J. (Author)
  • English (Publication Language)
  • 421 Pages - 10/28/2015 (Publication Date) - Chapman and Hall/CRC (Publisher)
SaleBestseller No. 13
Stochastics of Environmental and Financial Economics: Centre of Advanced Study, Oslo, Norway,...
  • English (Publication Language)
  • 368 Pages - 08/23/2016 (Publication Date) - Springer (Publisher)
Bestseller No. 14
Financial Mathematics, Derivatives and Structured Products
  • Amazon Kindle Edition
  • Chan, Raymond H. (Author)
  • English (Publication Language)
  • 424 Pages - 02/27/2019 (Publication Date) - Springer (Publisher)
SaleBestseller No. 15
Introduction to Stochastic Programming (Springer Series in Operations Research and Financial...
  • Hardcover Book
  • Birge, John R. (Author)
  • English (Publication Language)
  • 510 Pages - 06/27/2011 (Publication Date) - Springer (Publisher)
Bestseller No. 16
Interest Rate Modeling: Theory and Practice, Second Edition (Chapman and Hall/CRC Financial...
  • Amazon Kindle Edition
  • Wu, Lixin (Author)
  • English (Publication Language)
  • 518 Pages - 03/04/2019 (Publication Date) - CRC Press (Publisher)
SaleBestseller No. 17
Modeling with Stochastic Programming (Springer Series in Operations Research and Financial...
  • Used Book in Good Condition
  • Hardcover Book
  • King, Alan J. (Author)
  • English (Publication Language)
  • 192 Pages - 06/19/2012 (Publication Date) - Springer (Publisher)
SaleBestseller No. 18
Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability, 36)
  • Hardcover Book
  • Musiela, Marek (Author)
  • English (Publication Language)
  • 636 Pages - 11/25/2004 (Publication Date) - Springer (Publisher)
SaleBestseller No. 19
Stochastic-Process Limits: An Introduction to Stochastic-Process Limits and Their Application to...
  • Whitt, Ward (Author)
  • English (Publication Language)
  • 625 Pages - 05/26/2011 (Publication Date) - Springer (Publisher)
SaleBestseller No. 20
The Financial Mathematics of Market Liquidity (Chapman and Hall/CRC Financial Mathematics Series)
  • CRC Press
  • Hardcover Book
  • Gueant, Olivier (Author)
  • English (Publication Language)
  • 278 Pages - 04/04/2016 (Publication Date) - Routledge (Publisher)

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FAQ:

Q: What is stochastics and financial mathematics?

A: Stochastics and Financial Mathematics is a research oriented two-year Master’s programme in mathematics offering courses at a high mathematics level. Its close ties with the financial and consultancy sector in Amsterdam are unique in the Netherlands.

Q: What is included in the Stochastics curriculum?

A: Probabilistic modelling and data analysis and statistics are prominently present. A special focus is on Financial Mathematics, an important application field of Stochastics. The curriculum is as follows:

Q: What can you do with a stochastics degree?

A: Probabilistic modelling and data analysis and statistics are prominently present. And there is a special focus on Financial Mathematics, an important application field of Stochastics. A wide range of specialisations available, based on the many areas in which stochastics is applied, their scope and the challenging problems they pose.

Q: What is the importance of stochastic model in economics?

A: The models result in probability distributions, which are mathematical functions that show the likelihood of different outcomes. In financial analysis, stochastic models can be used to estimate situations involving uncertainty, such as investment returns, volatile markets, or inflation rates.