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Type: BOOK - Published: 2013-02-15 - Publisher: Springer Science & Business Media
Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an int
Language: en
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Type: BOOK - Published: 2016-04-19 - Publisher: CRC Press
Helping readers accurately price a vast array of derivatives, this self-contained text explains how to solve complex functional equations through numerical meth
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Type: BOOK - Published: 2017-09-19 - Publisher: Springer
This book discusses the state-of-the-art and open problems in computational finance. It presents a collection of research outcomes and reviews of the work from
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Pages: 177
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Type: BOOK - Published: 2012-08-02 - Publisher: Cambridge University Press
This book provides aspiring quant developers with the numerical techniques and programming skills needed in quantitative finance. No programming background requ
Language: en
Pages: 1310
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Type: BOOK - Published: 2019-10-29 - Publisher: World Scientific
This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models