Description: Deterministic And Stochastic Topics In Computational FinanceAuthor(s): Ovidiu Calin Format: Hardback Publisher: World Scientific Publishing Co Pte Ltd, Singapore Imprint: WS Professional ISBN-13: 9789813203075, 978-9813203075 Synopsis 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 stochastic volatility models, by which the reader has the advantage of computing explicitly a large number of prices for European, American and Asian [url] book presents continuous time models for financial markets, starting from classical models such as Black-Scholes and evolving towards the most popular models today such as Heston and [url] key feature of the textbook is the large number of exercises, mostly solved, which are designed to help the reader to understand the [url] book is based on the author's lectures on topics on computational finance for senior and graduate students, delivered in USA (Princeton University and EMU), Taiwan and Kuwait. The prerequisites are an introductory course in stochastic calculus, as well as the usual calculus [url] book is addressed to undergraduate and graduate students in Masters of Finance programs as well as to those who wish to become more efficient in their practical [url] covered:
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Book Title: Deterministic And Stochastic Topics In Computational Finance
Author: Ovidiu Calin
Publication Name: Deterministic and Stochastic Topics in Computational Finance
Format: Hardcover
Language: English
Publisher: World Industries Scientific Publishing Co Pte LTD
Subject: Finance
Publication Year: 2017
Type: Textbook
Number of Pages: 484 Pages
