user
0
Su pedido

Tu pedido

Su carro de la compra está vacío

Materias

An Introduction To Computational Finance

An Introduction To Computational Finance

Compartir en:

(0 Comentarios)
Comenta y valora este libro

pvp.99,95 €

Sin Stock. Posibilidad entre 11 y 20 dias

  • ISBN:9781848161924
  • Editorial: Imperial College Press
  • Fecha de la edición:
  • Encuadernación:
  • Dimensiones: 0 cm x 0 cm
  • Nº Pág.:300
  • Idiomas:

Materias:

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

1 Introduction 1
2 Option Pricing and Binomial Methods 35
3 Stochastic Differential Equations 71
4 The Black-Scholes Equation 111
5 Random Numbers and Monte Carlo Simulation 139
6 Option Pricing by Partial Differential Equations 195
Appendix A Short Introduction to MATLAB 263
Bibliography 289
Index 295

Otros libros de Sistema Financiero

Otros libros de Bolsa