This introduction to algorithm analysis is directed to financial models, especially in option pricing and portfolio management. It includes Monte Carlo methods, tree algorithms, finite-difference methods for parabolic partial differential equations, and estimation procedures for financial models. Concepts are introduced through financial questions and examples. The analysis is suitable for students in mathematical finance as well as professionals wanting to understand better the financial applications of algorithms.
發表於2024-11-14
Understanding Numerical Analysis for Financial Models 2024 pdf epub mobi 電子書 下載
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Understanding Numerical Analysis for Financial Models 2024 pdf epub mobi 電子書 下載