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Language: en
Pages: 482
Pages: 482
Type: BOOK - Published: 2016-11-25 - Publisher: World Scientific Publishing Company
What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and
Language: en
Pages: 852
Pages: 852
Type: BOOK - Published: 1999 - Publisher: World Scientific
Readership: Undergraduates and researchers in probability and statistics; applied, pure and financial mathematics; economics; chaos.
Language: en
Pages: 256
Pages: 256
Type: BOOK - Published: 2013-06-29 - Publisher: Springer Science & Business Media
Tools for Computational Finance offers a clear explanation of computational issues arising in financial mathematics. The new third edition is thoroughly revised
Language: en
Pages: 481
Pages: 481
Type: BOOK - Published: 2013 - Publisher: World Scientific
Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate a
Language: en
Pages: 301
Pages: 301
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