{"product_id":"stochastic-calculus-brownian-motion-in-quant-finance-a-practical-guide-to-option-pricing-volatility-modeling-and-algorithmic-trading-9798268349481","title":"Stochastic Calculus \u0026 Brownian Motion in Quant Finance: A Practical Guide to Option Pricing, Volatility Modeling, and Algorithmic Trading","description":"\u003cp\u003e • Author(s): Alice Schwartz | Vincent Bisette\u003cbr\u003e • Publisher: Independently Published\u003cbr\u003e • Publisher Imprint: Independently Published\u003cbr\u003e • BISAC: Finance - Financial Engineering\u003c\/p\u003e\u003cp\u003e\u003cb\u003eReactive Publishing\u003c\/b\u003e\u003c\/p\u003e\u003cp\u003eThis 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.\u003c\/p\u003e\u003cp\u003eYou'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.\u003c\/p\u003e\u003cbr\u003e\u003cb\u003eWhat You'll Learn\u003c\/b\u003e\u003cul\u003e\n\u003cli\u003e\u003cp\u003eConstruction and properties of \u003cb\u003eWiener processes\u003c\/b\u003e and \u003cb\u003eIto integrals\u003c\/b\u003e\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003eApplication of \u003cb\u003eIto's Lemma\u003c\/b\u003e in derivatives pricing\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003e\u003cb\u003eStochastic differential equations\u003c\/b\u003e (SDEs) and their financial interpretation\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003eHow stochastic calculus powers the \u003cb\u003eBlack-Scholes model\u003c\/b\u003e, Greeks, and hedging\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003ePractical approaches to \u003cb\u003evolatility modeling\u003c\/b\u003e and \u003cb\u003epath-dependent options\u003c\/b\u003e\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003ePython-based Monte Carlo methods and algorithmic trading applications\u003c\/p\u003e\u003c\/li\u003e\n\u003c\/ul\u003e\u003cbr\u003e\u003cb\u003eWho It's For\u003c\/b\u003e\u003cul\u003e\n\u003cli\u003e\u003cp\u003eQuantitative analysts, traders, and risk managers\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003eFinancial engineers and graduate students in finance\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003ePython developers working in quantitative modeling\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003eProfessionals seeking a practical, mathematically rigorous guide\u003c\/p\u003e\u003c\/li\u003e\n\u003c\/ul\u003e","brand":"Independently Published","offers":[{"title":"Paperback","offer_id":47779151380631,"sku":"9798268349481","price":3857.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9798268349481.webp?v=1778033813","url":"https:\/\/atlanticbooks.com\/products\/stochastic-calculus-brownian-motion-in-quant-finance-a-practical-guide-to-option-pricing-volatility-modeling-and-algorithmic-trading-9798268349481","provider":"Atlantic Books","version":"1.0","type":"link"}