£67.53

World Scientific Publishing Company Deterministic And Stochastic Topics In Computational Finance

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£76.38 £39.66 £47.67 £55.68 £63.70 £71.71 £79.72 03 January 2025 17 April 2025 31 July 2025 13 November 2025 26 February 2026

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62 days 66 days 51 days 8 days 73 days 29 days · current 29 days 102 days 0 26 51 77 102 £43 £45 £46 £64 £66 £68 £73 £76 Days at Price

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Most common price: £76 (102 days, 24.3%)

Price range: £43 - £76

Price levels: 8 different prices over 420 days

Description

What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and stochastic volatility models, by which the reader has the advantage of computing explicitly a large number of prices for European, American and Asian derivatives.The book presents continuous time models for financial markets, starting from classical models such as Black–Scholes and evolving towards the most popular models today such as Heston and VAR.A key feature of the textbook is the large number of exercises, mostly solved, which are designed to help the reader to understand the material.The book is based on the author's lectures on topics on computational finance for senior and graduate students, delivered in USA (Princeton University and EMU), Taiwan and Kuwait. The prerequisites are an introductory course in stochastic calculus, as well as the usual calculus sequence.The book is addressed to undergraduate and graduate students in Masters of Finance programs as well as to those who wish to become more efficient in their practical applications.

Product Specifications

Format
Hardcover
Domain
Amazon UK
Release Date
24 January 2017
Listed Since
10 November 2016

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