An Introduction to Computational Finance, Series in Quantitative Finance: Volume 1

Ömür Ugur ,

ISBN 10: 1848161921 / ISBN 13: 9781848161924

Published by Imperial College Press, 2008

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Bibliographic Details

• Title: An Introduction to Computational Finance, Series in Quantitative Finance: Volume 1
• Publisher: Imperial College Press
• Publication Date: 2008
• Language: English
• ISBN 10: 1848161921
• ISBN 13: 9781848161924
• Binding: Hardcover
• Condition: New

About this title

Synopsis

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.Errata(s)Errata

Review

This book will help readers to improve their mathematical and computational backgrounds for more advanced topics. --Zentralblatt MATH