Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes


Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes
by 作者: Cornelis W Oosterlee and Lech A Grzelak
Publisher Finelybook 出版社: WSPC (Europe) (October 14,2019)
Language 语言: English
pages 页数: 576 pages
ISBN-10 书号: 1786348055
ISBN-13 书号: 9781786348050


Book Description
This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models,numerical valuation techniques,computational aspects,financial products,and risk management applications presented will enable readers to progress in the challenging field of computational finance.
When the behavior of financial market participants changes,the corresponding stochastic mathematical models describing the prices may also change. Financial regulation may play a role in such changes too. The book thus presents several models for stock prices,interest rates as well as foreign-exchange rates,with increasing complexity across the chapters. As is said in the industry,“do not fall in love with your favorite model.” The book covers equity models before moving to short-rate and other interest rate models. We cast these models for interest rate into the Heath-Jarrow-Morton framework,show relations between the different models,and explain a few interest rate products and their pricing.
The chapters are accompanied by 作者: exercises. Students can access solutions to selected exercises,while complete solutions are made available to instructors. The MATLAB and Python computer codes used for most tables and figures in the book are made available for both print and e-book users. This book will be useful for people working in the financial industry,for those aiming to work there one day,and for anyone interested in quantitative finance. The topics that are discussed are relevant for MSc and PhD students,academic researchers,and for quants in the financial industry.
Mathematical Modeling and Computation in Finance 9781786348050.pdf:

下载地址:

https://url96.ctfile.com/f/15081096-480881380-7a0ce4

打赏
未经允许不得转载:finelybook » Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes

相关推荐

  • 暂无文章

评论 抢沙发

  • 昵称 (必填)
  • 邮箱 (必填)
  • 网址

觉得文章有用就打赏一下

您的打赏,我们将继续给力更多优质内容

支付宝扫一扫打赏

微信扫一扫打赏