Stochastic Calculus & Brownian Motion in Quant Finance: A Practical Guide to Option Pricing, Volatility Modeling, and Algorithmic Trading

Name: Stochastic Calculus & Brownian Motion in Quant Finance: A Practical Guide to Option Pricing, Volatility Modeling, and Algorithmic Trading
Brand: Independently Published
SKU: 9798268349481
Price: 3857.0 INR
Availability: InStock

by Alice Schwartz , Vincent Bisette

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ISBN13: 9798268349481
Binding: Paperback
Subject: N/A
Publisher: Independently Published
Publisher Imprint: Independently Published
Publication Date: October 4, 2025
Pages: 824
Original Price: GBP 33.38
Language: English
Edition: N/A
Item Weight: 1080 grams
BISAC Subject(s): Finance / Financial Engineering

About The Book

Reactive Publishing

This book delivers the mathematical foundations of modern quantitative finance with a direct, applied focus. Built around stochastic calculus and Brownian motion, it shows how continuous-time models underpin option pricing, risk management, and trading strategies used on today's desks.

You'll move from first principles to advanced applications, learning not only the theory but also how to implement it in practice. Each chapter connects core concepts to real trading problems, so the math isn't just abstract, it's actionable.

What You'll Learn

Construction and properties of Wiener processes and Ito integrals
Application of Ito's Lemma in derivatives pricing
Stochastic differential equations (SDEs) and their financial interpretation
How stochastic calculus powers the Black-Scholes model, Greeks, and hedging
Practical approaches to volatility modeling and path-dependent options
Python-based Monte Carlo methods and algorithmic trading applications

Who It's For

Quantitative analysts, traders, and risk managers
Financial engineers and graduate students in finance
Python developers working in quantitative modeling
Professionals seeking a practical, mathematically rigorous guide

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