Andrew Lyasoff – Stochastic Methods in Asset Pricing

Unlock Expert Knowledge: Discover the Premium Andrew Lyasoff – Stochastic Methods in Asset Pricing Course Exclusively at GBESY. Elevate your skills and achieve career success by learning from world-renowned instructors and industry experts through our extensive library of premium self-paced courses.

This book presents a self-contained, comprehensive, and yet concise and condensed overview of the theory and methods of probability, integration, stochastic processes, optimal control, and their connections to the principles of asset pricing.

Andrew Lyasoff – Stochastic Methods in Asset Pricing course with special price just for you:  $75  $71

DOWNLOAD INSTANTLY
PLEASE CHECK ALL CONTENTS OF THE COURSE BELOW!

Andrew Lyasoff – Stochastic Methods in Asset Pricing

A comprehensive overview of the theory of stochastic processes and its connections to asset pricing, accompanied by some concrete applications.

This book presents a self-contained, comprehensive, and yet concise and condensed overview of the theory and methods of probability, integration, stochastic processes, optimal control, and their connections to the principles of asset pricing. The book is broader in scope than other introductory-level graduate texts on the subject, requires fewer prerequisites, and covers the relevant material at greater depth, mainly without rigorous technical proofs. The book brings to an introductory level certain concepts and topics that are usually found in advanced research monographs on stochastic processes and asset pricing, and it attempts to establish greater clarity on the connections between these two fields.

The book begins with measure-theoretic probability and integration, and then develops the classical tools of stochastic calculus, including stochastic calculus with jumps and Lévy processes. For asset pricing, the book begins with a brief overview of risk preferences and general equilibrium in incomplete finite endowment economies, followed by the classical asset pricing setup in continuous time. The goal is to present a coherent single overview. For example, the text introduces discrete-time martingales as a consequence of market equilibrium considerations and connects them to the stochastic discount factors before offering a general definition. It covers concrete option pricing models (including stochastic volatility, exchange options, and the exercise of American options), Merton’s investment–consumption problem, and several other applications. The book includes more than 450 exercises (with detailed hints). Appendixes cover analysis and topology and computer code related to the practical applications discussed in the text.

Andrew Lyasoff|Andrew Lyasoff – Stochastic Methods in Asset Pricing|Stochastic Methods in Asset Pricing

Unlock Expert Knowledge with the Andrew Lyasoff – Stochastic Methods in Asset Pricing Course on GBESY.

Access over 70,000 premium learning programs curated by leading experts and renowned authors at GBESY. Our Andrew Lyasoff – Stochastic Methods in Asset Pricing course provides actionable knowledge and real-world skills through:

• Expert Authors: Learn from renowned figures like John Overdurf, Conor Harris, Samir Kahlot, and more.
• Flexible Learning: Enjoy self-paced study for ultimate convenience.
• Comprehensive Resources: Benefit from detailed manuals and step-by-step guidance.
• Lifetime Access: Get ongoing learning with free updates.
• Secure Purchase: Your transactions are protected with 256-bit AES encryption and verified payment gateways (PayPal, Stripe).
• Instant Download: Access your Andrew Lyasoff – Stochastic Methods in Asset Pricing course immediately after payment from your account dashboard or via email. Learn on any device.