Computational Methods in Finance is developed from the author's courses at Columbia University and the Courant Institute of New York University. This text is designed for graduate students in financial engineering and mathematical finance as well as practitioners. It will help readers accurately price a vast array of derivatives.
Computational Methods in Finance is developed from the author's courses at Columbia University and the Courant Institute of New York University. This text is designed for graduate students in financial engineering and mathematical finance as well as practitioners. It will help readers accurately price a vast array of derivatives.
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 the STRIKE project, an FP7 Marie Curie...
The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numerical analysis. The methods employed bridge the gap...
Computing has become essential for the modeling, analysis, and optimization of systems. This book is devoted to algorithms, computational analysis, and decision models. The chapters are organized in...
The book offers an interdisciplinary perspective on finance, with a special focus on stock markets. It presents new methodologies for analyzing stock markets' behavior and discusses theories and...
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