{"product_id":"stochastic-calculus-ito-770-processes-in-quantitative-finance-pathwise-solutions-malliavin-calculus-and-high-dimensional-applications-9798199651936","title":"Stochastic Calculus \u0026 Ito\u0026#770; Processes in Quantitative Finance: Pathwise Solutions, Malliavin Calculus, and High-Dimensional Applications","description":"\u003cp\u003e • Author(s): Alice Schwartz | Helena K. Marwood\u003cbr\u003e • Publisher: Independently Published\u003cbr\u003e • Publisher Imprint: Independently Published\u003cbr\u003e • BISAC: Calculus\u003c\/p\u003e\u003cp\u003e\u003cb\u003eReactive Publishing\u003c\/b\u003e\u003c\/p\u003e\u003cp\u003eThis book provides a rigorous and modern treatment of stochastic calculus and It� processes with a focus on quantitative finance applications. It emphasizes pathwise solutions, Malliavin calculus, and techniques for high-dimensional problems.\u003c\/p\u003e\u003cp\u003eThe text develops the core theory of stochastic integration and differential equations, then progresses to advanced topics including pathwise approaches to stochastic analysis, Malliavin's stochastic calculus of variations, and methods suitable for high-dimensional financial modeling. Particular attention is given to the mathematical foundations required for derivative pricing, risk management, and Monte Carlo methods in complex market environments.\u003c\/p\u003e\u003cp\u003e\u003cb\u003eKey areas covered include: \u003c\/b\u003e\u003c\/p\u003e\u003cul\u003e\n\u003cli\u003eFoundations of stochastic calculus and It� processes\u003c\/li\u003e\n\u003cli\u003ePathwise solutions and rough path theory connections\u003c\/li\u003e\n\u003cli\u003eMalliavin calculus and its applications to sensitivity analysis and stochastic optimization\u003c\/li\u003e\n\u003cli\u003eHigh-dimensional stochastic modeling techniques relevant to modern quantitative finance\u003c\/li\u003e\n\u003cli\u003eNumerical and theoretical tools for practical implementation\u003c\/li\u003e\n\u003c\/ul\u003e\u003cp\u003eWritten for graduate students, researchers, and quantitative professionals in finance and applied mathematics, this volume bridges classical stochastic analysis with contemporary challenges in quantitative finance. The presentation balances mathematical precision with financial relevance, making it suitable for both theoretical study and advanced modeling work.\u003c\/p\u003e","brand":"Independently Published","offers":[{"title":"Paperback","offer_id":47968555434135,"sku":"9798199651936","price":3538.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9798199651936.webp?v=1782918538","url":"https:\/\/atlanticbooks.com\/products\/stochastic-calculus-ito-770-processes-in-quantitative-finance-pathwise-solutions-malliavin-calculus-and-high-dimensional-applications-9798199651936","provider":"Atlantic Books","version":"1.0","type":"link"}