Modelling financial derivatives with Mathematica: mathematical models and benchmark algorithms
โ Scribed by William T. Shaw
- Publisher
- Cambridge University Press
- Year
- 1998
- Tongue
- English
- Leaves
- 545
- Series
- Includes CD-ROM
- Category
- Library
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
One of the most important tasks in finance is to find good mathematical models for financial products, in particular derivatives. However, the more realistic the model, the more practitioners face still-unsolved problems in rigorous mathematics and econometrics, in addition to serious numerical diff
The goal of this book is to disseminate the knowledge of a very technical subject to a very wide range of audience, including finance professionals. The author did a respectable job in that regard. With some improvement in future revisions, this book seems to be one of the best introductionary texts
Financial Mathematics is one of the fastest growing research fields in applied mathematics. Leading edge banking and financial firms around the globe are hiring science experts who can use advanced analytical and numerical techniques to price financial derivatives and manage portfolio risks, a pheno