Computational finance: numerical methods for pricing financial instruments

Numerical Methods for Finance (Chapman &

📁 Numerical Methods for Finance (Chapman & Hall/CRC Financial Mathematics Series)

✍ John Miller, David Edelman, John Appleby 📂 Library 📅 2007 🏛 Chapman and Hall/CRC 🌐 English

Featuring international contributors from both industry and academia, Numerical Methods for Finance explores new and relevant numerical methods for the solution of practical problems in finance. It is one of the few books entirely devoted to numerical methods as applied to the financial field. Pres

Numerical Methods for Finance (Chapman &

📁 Numerical Methods for Finance (Chapman & Hall Crc Financial Mathematics Series)

✍ John Miller, David Edelman, John Appleby 📂 Library 📅 2007 🌐 English

Featuring international contributors from both industry and academia, Numerical Methods for Finance explores new and relevant numerical methods for the solution of practical problems in finance. It is one of the few books entirely devoted to numerical methods as applied to the financial field.Presen

Financial Instrument Pricing Using C++ (

📁 Financial Instrument Pricing Using C++ (The Wiley Finance Series)

✍ Daniel J. Duffy 📂 Library 📅 2004 🏛 Wiley 🌐 English

Financial Instrument Pricing Using C (Th

📁 Financial Instrument Pricing Using C (The Wiley Finance Series)

✍ Daniel J. Duffy 📂 Library 📅 2004 🏛 Wiley 🌐 English

While I am somewhat rusty with C , the author did a very nice job or bringing me along slowly. My motivation in buying this book was to learn more about instrument pricing, then programming. So in either case, I rate the book very high. I would highly recommend this to anyone on the path of becomi

Analytical and Numerical Methods for Pri

📁 Analytical and Numerical Methods for Pricing Financial Derivatives.

✍ Mikula, Karol; Sevcovic, Daniel; Stehlikova, Beata 📂 Library 📅 2012 🏛 Nova Science Publishers, Inc. 🌐 English

Computational Methods for Quantitative F

📁 Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)

✍ Norbert Hilber, Oleg Reichmann, Christoph Schwab, Christoph Winter 📂 Library 📅 2013 🏛 Springer 🌐 English

<p><span>Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This unified, no