{"product_id":"b00d9kephm","title":"Financial Modeling: A Backward Stochastic Differential Equations Perspective","description":"\u003cp\u003ePart I:  An Introductory Course in Stochastic Processes.-  1.Some classes of Discrete-Time Stochastic Processes.-2.Some Classes of Continuous-Time Stochastic Processes.- 3.Elements of Stochastic Analysis.-  Part II:  Pricing Equations .- 4.Martingale Modeling.- 5.Benchmark Models.-  Part III:  Numerical Solutions .- 6.Monte Carlo Methods.- 7.Tree Methods.- 8.Finite Differences.- 9.Callibration Methods.-  Part IV:  Applications .- 10.Simulation\/ Regression Pricing Schemes in Diffusive Setups.- 11.Simulation\/ Regression Pricing Schemes in Pure Jump Setups.-  Part V:  Jump-Diffusion Setup with Regime Switching (**) .- 12.Backward Stochastic Differential Equations.- 13.Analytic Approach.- 14.Extensions.-  Part VI:  Appendix .- A.Technical Proofs (**).- B.Exercises.- C.Corrected Problem Sets.\u003c\/p\u003e\n\n\u003cp\u003e​\u003c\/p\u003e","brand":"ANT","offers":[{"title":"Ebook","offer_id":67924889272565,"sku":"YSL54404","price":35.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/8774\/8597\/files\/61zNZxHCrtL._SY1500.jpg?v=1793673831","url":"https:\/\/www.newbooks.store\/products\/b00d9kephm","provider":"NewBooks","version":"1.0","type":"link"}