Hardcover
Learn price dynamics from scratch, building complex models step-by-step.
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Price Dynamics from First Principles - Volume I (B&W)
Random Walks, Rough Volatility, and Neural SDEs - Volume I
RRP$109.98
$93.49
- Hardcover
510 pages
- Release Date
19 September 2026
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Summary
Most books on price dynamics assume you already know the mathematics. This one teaches it.
This book begins with a coin flip and builds toward a calibrated volatility surface. Then it takes the framework beyond the Black-Scholes frontier, into regime switching, long memory, rough volatility, agent-based markets, machine learning, generative models, and neural stochastic differential equations.
THE MODELS COVERED IN THIS BOOK
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Book Details
| ISBN-13: | 9789334538397 |
|---|---|
| ISBN-10: | 9334538392 |
| Author: | Sridhar P.L. |
| Publisher: | Eudaimonia |
| Imprint: | Eudaimonia |
| Format: | Hardcover |
| Number of Pages: | 510 |
| Release Date: | 19 September 2026 |
| Weight: | 1.09kg |
| Dimensions: | 29mm x 178mm x 254mm |
A-Format111 × 178 mm
B-Format130 × 198 mm
C-Format153 × 234 mm
178 × 254 mm
A4210 × 297 mm
mm / in
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