What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and

The disciplines of financial engineering and numerical computation differ greatly, however computational methods are used in a number of ways across the field o

Readership: Undergraduates and researchers in probability and statistics; applied, pure and financial mathematics; economics; chaos.

Most branches of science involving random fluctuations can be approached by Stochastic Calculus. These include, but are not limited to, signal processing, noise

This book is a comprehensive exploration of the interplay between Stochastic Analysis, Geometry, and Partial Differential Equations (PDEs). It aims to investiga