Introduction to Computational Finance 2024 pdf epub mobi 電子書 下載


Introduction to Computational Finance

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Although there are several publications on similar subjects, this book mainly focuses on pricing of options and bridges the gap between Mathematical Finance and Numerical Methodologies. The author collects the key contributions of several monographs and selected literature, values and displays their importance, and composes them here to create a work which has its own characteristics in content and style.

This invaluable book provides working Matlab codes not only to implement the algorithms presented in the text, but also to help readers code their own pricing algorithms in their preferred programming languages. Availability of the codes under an Internet site is also offered by the author.

Not only does this book serve as a textbook in related undergraduate or graduate courses, but it can also be used by those who wish to implement or learn pricing algorithms by themselves. The basic methods of option pricing are presented in a self-contained and unified manner, and will hopefully help readers improve their mathematical and computational backgrounds for more advanced topics.

Contents:Option Pricing and Binomial Methods; Stochastic Differential Equations; The Black-Scholes Equation; Random Numbers and Monte Carlo Simulation; Option Pricing by Partial Differential Equations; Appendix: A Short Introduction to MATLAB.

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發表於2024-11-23

Introduction to Computational Finance 2024 pdf epub mobi 電子書 下載

Introduction to Computational Finance 2024 pdf epub mobi 電子書 下載

Introduction to Computational Finance 2024 pdf epub mobi 電子書 下載



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出版者:Imperial College Press
作者:Omur Ugur
出品人:
頁數:316
譯者:
出版時間:2008-12-22
價格:USD 108.00
裝幀:Hardcover
isbn號碼:9781848161924
叢書系列:

圖書標籤: Finance   


Introduction to Computational Finance 2024 pdf epub mobi 電子書 下載
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