finelybook
Mathematics of Computational Finance
Author(s): Andrzej Palczewski (Author)
- Publisher finelybook 出版社: World Scientific Publishing Company
- Publication Date 出版日期: October 29, 2025
- Language 语言: English
- Print length 页数: 444 pages
- ISBN-10: 9819815118
- ISBN-13: 9789819815111
Book Description
The book gives the reader the necessary tools for analyzing algorithm consistency and offers an efficient approach to assessing the stability and convergence of numerical methods. It consolidates mathematical results previously dispersed across different monographs into a single volume, while tailoring the presentation to the specific needs of computational finance.
Each chapter includes a set of exercises designed to help readers apply theoretical concepts to specific algorithms and enhance their computational skills in derivative pricing.
Editorial Reviews
About the Author
Professor Palczewski's current research interests are primarily in the mathematical modeling of financial markets, with an emphasis on the computational aspects of considered models. For a long time, his research concentrated on problems related to equations in mathematical physics, including quantum mechanics, statistical physics, and fluid mechanics. He has authored over 60 research papers and many educational articles, co-authored two monographs, and authored two textbooks.
Professor Palczewski was Deputy Dean of the Faculty of Mathematics, Informatics and Mechanics at the University of Warsaw from 1984 to 1986, and he served as Director of the Institute of Applied Mathematics and Mechanics at the University of Warsaw from 1993 to 1999. He was a member of the editorial boards of several mathematical journals, a member of the Council of the European Consortium for Mathematics in Industry from 1998 to 2008, and from 2011 to 2017, the head of the IFIP TC 7 Working Group "Modeling and Simulation".
