Mathematical modeling and computation in finance : with exercises and Python and Matlab computer codes
| Year of publication: |
[2020]
|
|---|---|
| Authors: | Oosterlee, Cornelis Willebrordus ; Grzelak, Lech A. |
| Publisher: |
New Jersey : World Scientific |
| Subject: | Finanzmathematik | Mathematical finance | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Computational Economics | Computational economics | Finanzmarktökonometrie | Financial econometrics | Theorie | Theory | Wirtschaftsmathematik |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] ; Description [zbmath.org] |
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Deterministic and stochastic topics in computational finance
Calin, Ovidiu L., (2017)
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Finanzmathematik : die Bewertung von Derivaten
Irle, Albrecht, (2012)
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Pricing of derivatives on mean-reverting assets
Lutz, Björn, (2010)
- More ...
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On the Hull-White model with volatility smile for Valuation Adjustments
Zwaard, Thomas van der, (2025)
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Efficient wrong-way risk modeling for funding valuation adjustments
Zwaard, Thomas van der, (2024)
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Collocating volatility : a competitive alternative to stochastic local volatility models
Stoep, Anthonie W. van der, (2020)
- More ...