Bøker av Geon Ho Choe

Ergodic theory is hard to study because it is based on measure theory, which is a technically difficult subject to master for ordinary students, especially for physics majors. One last remark: The last chapter explains the relation between entropy and data compression, which belongs to information theory and not to ergodic theory.

This book is an introduction to stochastic analysis and quantitative finance; Stochastic Analysis for Finance with Simulations is designed for readers who want to have a deeper understanding of the delicate theory of quantitative finance by doing computer simulations in addition to theoretical study.