An Introduction To Computational Finance
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An Introduction To Computational Finance
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Author : mr U?ur
language : en
Publisher: Imperial College Press
Release Date : 2009
An Introduction To Computational Finance written by mr U?ur and has been published by Imperial College Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Mathematics categories.
Although there are several publications on similar subjects, this book mainly focuses on pricing of options and bridges the gap between Mathematical Finance and Numerical Methodologies. The author collects the key contributions of several monographs and selected literature, values and displays their importance, and composes them here to create a work which has its own characteristics in content and style.This invaluable book provides working Matlab codes not only to implement the algorithms presented in the text, but also to help readers code their own pricing algorithms in their preferred programming languages. Availability of the codes under an Internet site is also offered by the author.Not only does this book serve as a textbook in related undergraduate or graduate courses, but it can also be used by those who wish to implement or learn pricing algorithms by themselves. The basic methods of option pricing are presented in a self-contained and unified manner, and will hopefully help readers improve their mathematical and computational backgrounds for more advanced topics.Errata(s)Errata
An Introduction To Quantitative Finance
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Author : Stephen Blyth
language : en
Publisher: Oxford University Press, USA
Release Date : 2014
An Introduction To Quantitative Finance written by Stephen Blyth and has been published by Oxford University Press, USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with Business & Economics categories.
The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types. This book gives an insight into financial engineering while building on introductory probability courses by detailing one of the most fascinating applications of the subject.
Computational Finance
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Author : Argimiro Arratia
language : en
Publisher:
Release Date : 2014-05-31
Computational Finance written by Argimiro Arratia and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-31 with categories.
Handbook Of Computational Finance
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Author : Jin-Chuan Duan
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-10-25
Handbook Of Computational Finance written by Jin-Chuan Duan and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-10-25 with Business & Economics categories.
Any financial asset that is openly traded has a market price. Except for extreme market conditions, market price may be more or less than a “fair” value. Fair value is likely to be some complicated function of the current intrinsic value of tangible or intangible assets underlying the claim and our assessment of the characteristics of the underlying assets with respect to the expected rate of growth, future dividends, volatility, and other relevant market factors. Some of these factors that affect the price can be measured at the time of a transaction with reasonably high accuracy. Most factors, however, relate to expectations about the future and to subjective issues, such as current management, corporate policies and market environment, that could affect the future financial performance of the underlying assets. Models are thus needed to describe the stochastic factors and environment, and their implementations inevitably require computational finance tools.
Option Theory With Stochastic Analysis
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Author : Fred Espen Benth
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Option Theory With Stochastic Analysis written by Fred Espen Benth and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
This is a very basic and accessible introduction to option pricing, invoking a minimum of stochastic analysis and requiring only basic mathematical skills. It covers the theory essential to the statistical modeling of stocks, pricing of derivatives with martingale theory, and computational finance including both finite-difference and Monte Carlo methods.
An Introduction To Computational Finance
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Author : Omur Ugur
language : en
Publisher: World Scientific Publishing Company
Release Date : 2008-12-22
An Introduction To Computational Finance written by Omur Ugur and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-22 with Business & Economics categories.
Although there are several publications on similar subjects, this book mainly focuses on pricing of options and bridges the gap between Mathematical Finance and Numerical Methodologies. The author collects the key contributions of several monographs and selected literature, values and displays their importance, and composes them here to create a work which has its own characteristics in content and style.This invaluable book provides working Matlab codes not only to implement the algorithms presented in the text, but also to help readers code their own pricing algorithms in their preferred programming languages. Availability of the codes under an Internet site is also offered by the author.Not only does this book serve as a textbook in related undergraduate or graduate courses, but it can also be used by those who wish to implement or learn pricing algorithms by themselves. The basic methods of option pricing are presented in a self-contained and unified manner, and will hopefully help readers improve their mathematical and computational backgrounds for more advanced topics.Errata(s)Errata/a
Computational Methods In Finance
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Author : Ali Hirsa
language : en
Publisher: CRC Press
Release Date : 2016-04-19
Computational Methods In Finance written by Ali Hirsa and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-19 with Business & Economics categories.
Helping readers accurately price a vast array of derivatives, this self-contained text explains how to solve complex functional equations through numerical methods. It addresses key computational methods in finance, including transform techniques, the finite difference method, and Monte Carlo simulation. Developed from his courses at Columbia University and the Courant Institute of New York University, the author also covers model calibration and optimization and describes techniques, such as Kalman and particle filters, for parameter estimation.
An Introduction To Computational Finance
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Author : Omur Ugur
language : en
Publisher:
Release Date : 2008
An Introduction To Computational Finance written by Omur Ugur and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.
Computational Finance
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Author : Francesco Cesarone
language : en
Publisher: Routledge
Release Date : 2020
Computational Finance written by Francesco Cesarone and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020 with Finance categories.
Computational finance is increasingly important in the financial industry, as a necessary instrument for applying theoretical models to real-world challenges. Indeed, many models used in practice involve complex mathematical problems, for which an exact or a closed-form solution is not available. Consequently, we need to rely on computational techniques and specific numerical algorithms. This book combines theoretical concepts with practical implementation. Furthermore, the numerical solution of models is exploited, both to enhance the understanding of some mathematical and statistical notions, and to acquire sound programming skills in MATLAB(R), which is useful for several other programming languages also. The material assumes the reader has a relatively limited knowledge of mathematics, probability, and statistics. Hence, the book contains a short description of the fundamental tools needed to address the two main fields of quantitative finance: portfolio selection and derivatives pricing. Both fields are developed here, with a particular emphasis on portfolio selection, where the author includes an overview of recent approaches. The book gradually takes the reader from a basic to medium level of expertise by using examples and exercises to simplify the understanding of complex models in finance, giving them the ability to place financial models in a computational setting. The book is ideal for courses focusing on quantitative finance, asset management, mathematical methods for economics and finance, investment banking, and corporate finance.