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
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Stochastic processes : from physics to finance
Paul, Wolfgang, (1999)
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Essentials of stochastic finance : facts, models, theory
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Grzelak, Lech A., (2019)
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Collocating volatility : a competitive alternative to stochastic local volatility models
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