Partial Differential Equations in Quantitative Finance: Pricing, Risk, and Forecasting: A Comprehensive Guide to Pricing Models, Risk Management, and Forecasting in Modern Financial Markets

Van Der Post, Hayden; Schwarz, Alice

ISBN 13: 9798263603007

Verlag: Independently published, 2025

Beschreibung

Print on Demand.

Bestandsnummer des Verkäufers I-9798263603007

Bibliografische Details

• Titel: Partial Differential Equations in Quantitative Finance: Pricing, Risk, and Forecasting: A Comprehensive Guide to Pricing Models, Risk Management, and Forecasting in Modern Financial Markets
• Verlag: Independently published
• Erscheinungsjahr: 2025
• Sprache: Englisch
• ISBN-13: 9798263603007
• Einband: Softcover
• Zustand: New

Über diesen Titel

Inhaltsangabe

Reactive Publishing

Partial Differential Equations in Quantitative Finance: Pricing, Risk, and Forecasting is a rigorous yet practical guide designed for professionals, academics, and students in the field of financial mathematics. As part of the Quant Finance Math Series, this volume explores the central role PDEs play in modeling derivative pricing, volatility surfaces, portfolio risk, and market forecasting.

The book bridges theory and application, beginning with foundational mathematical concepts and progressing to advanced techniques used in real-world financial engineering. Readers will gain deep insights into:

• The mathematical foundations of PDEs in finance, including diffusion processes and boundary conditions

• Applications to option pricing models such as Black–Scholes, Heston, and beyond

• Risk analysis and sensitivity tools derived from PDE frameworks

• Forecasting methods leveraging PDE-based approaches for market dynamics

• Numerical solutions, computational techniques, and their limitations

With clear explanations, worked examples, and practical case studies, this comprehensive resource equips readers with the tools to navigate the complexity of financial markets. Whether you are building a career in quantitative finance or expanding your expertise, this book provides the mathematical edge required to price, manage, and forecast with confidence.