Deterministic and Stochastic Topics in Computational Finance

Ovidiu Calin

ISBN 10: 9813203080 ISBN 13: 9789813203082

Editorial: World Scientific Publishing Company, 2017

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New Book. Shipped from UK. Established seller since 2000. N� de ref. del art�culo CW-9789813203082

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Sinopsis:

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 derivatives.

The 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 VAR.

A key feature of the textbook is the large number of exercises, mostly solved, which are designed to help the reader to understand the material.

The 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 sequence.

The 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 applications.

Acerca del autor: Charlotte y Peter Fiell son dos autoridades en historia, teor�a y cr�tica del dise�o y han escrito m�s de sesenta libros sobre la materia, muchos de los cuales se han convertido en �xitos de ventas. Tambi�n han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Dise�o del siglo XX, El dise�o industrial de la A a la Z, Scandinavian Design y Dise�o del siglo XXI.

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Detalles bibliogr�ficos

T�tulo: Deterministic and Stochastic Topics in ...
Editorial: World Scientific Publishing Company
A�o de publicaci�n: 2017
Encuadernaci�n: PAP
Condici�n: New

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Deterministic and Stochastic Topics in Computational Finance

CALIN, OVIDIU

Publicado por World Scientific, 2017

ISBN 10: 9813203080 ISBN 13: 9789813203082

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Deterministic and Stochastic Topics in Computational Finance

Ovidiu Calin ,

Publicado por World Scientific Pub Co Inc, 2017

ISBN 10: 9813203080 ISBN 13: 9789813203082

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Deterministic and Stochastic Topics in Computational Finance

Ovidiu Calin ,

Publicado por World Scientific Pub Co Inc, 2017

ISBN 10: 9813203080 ISBN 13: 9789813203082

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Deterministic And Stochastic Topics In Computational Finance

Ovidiu Calin

Publicado por World Scientific Publishing Co Pte Ltd, 2017

ISBN 10: 9813203080 ISBN 13: 9789813203082

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Librería: Bill & Ben Books, Faringdon, Reino Unido

Calificaci�n del vendedor: 5 de 5 estrellas

Paperback. Condici�n: New. 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 derivatives.The 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 VAR.A key feature of the textbook is the large number of exercises, mostly solved, which are designed to help the reader to understand the material.The 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 sequence.The 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 applications.Topics covered: N� de ref. del art�culo: 0062154

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