An introduction to computational finance /
Uǧur, Ömür.
An introduction to computational finance / Computational finance Ömür Uǧur. - xv, 298 pages : illustrations (some color) ; 24 cm. - Series in quantitative finance ; v. 1 .
Includes bibliographical references (pages 289-293) and index.
• Introduction • Option Pricing and Binomial Methods • Stochastic Differential Equations • The Black-Scholes Equation • Random Numbers and Monte Carlo Simulation • Option Pricing by Partial Differential Equations • Appendix: A Short Introduction to MATLAB
9781848161924 1848161921 9781848161931 184816193X
2009288372
Finance--Mathematical methods.
Options (Finance)--Prices--Mathematical methods.
HG106 / .U48 2009
An introduction to computational finance / Computational finance Ömür Uǧur. - xv, 298 pages : illustrations (some color) ; 24 cm. - Series in quantitative finance ; v. 1 .
Includes bibliographical references (pages 289-293) and index.
• Introduction • Option Pricing and Binomial Methods • Stochastic Differential Equations • The Black-Scholes Equation • Random Numbers and Monte Carlo Simulation • Option Pricing by Partial Differential Equations • Appendix: A Short Introduction to MATLAB
9781848161924 1848161921 9781848161931 184816193X
2009288372
Finance--Mathematical methods.
Options (Finance)--Prices--Mathematical methods.
HG106 / .U48 2009
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