000 01525nam a2200373 i 4500
008 090806s2009 enka b 001 0 eng
010 _a 2009288372
020 _a9781848161924
020 _a1848161921
020 _a9781848161931
_qpbk
020 _a184816193X
_qpbk
040 _aDLC
_beng
_cDLC
_dDLC
_dBAUN
_erda
049 _aBAUN_MERKEZ
050 0 4 _aHG106
_b.U48 2009
082 0 0 _222
100 1 _aUǧur, Ömür.
245 1 3 _aAn introduction to computational finance /
_cÖmür Uǧur.
246 3 _aComputational finance
264 1 _aLondon :
_bImperial College Press ;
_c[2009]
264 2 _aHackensack, NJ :
_bDistributed by World Scientific Pub.,
_c[2009]
264 4 _c©2009
300 _axv, 298 pages :
_billustrations (some color) ;
_c24 cm.
336 _atext
_btxt
_2rdacontent
337 _aunmediated
_bn
_2rdamedia
338 _avolume
_bnc
_2rdacarrier
490 0 _aSeries in quantitative finance ;
_vv. 1
504 _aIncludes bibliographical references (pages 289-293) and index.
505 0 0 _t
_t• Introduction
_t• Option Pricing and Binomial Methods
_t• Stochastic Differential Equations
_t• The Black-Scholes Equation
_t• Random Numbers and Monte Carlo Simulation
_t• Option Pricing by Partial Differential Equations
_t• Appendix: A Short Introduction to MATLAB
650 0 _aFinance
_xMathematical methods.
650 0 _aOptions (Finance)
_xPrices
_xMathematical methods.
710 2 _928005
_aImperial College Press.
900 _a31581
942 _2lcc
_cKT
999 _c28484
_d28484