Computation and Simulation for Finance An Introduction with Python
This book offers an up-to-date introductory treatment of computational techniques applied to problems in finance, placing issues such as numerical stability, convergence and error analysis in both deterministic and stochastic settings at its core. The first part provides a welcoming but nonetheless...
| Main Author: | |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2024, 2024
|
| Edition: | 1st ed. 2024 |
| Series: | Springer Undergraduate Texts in Mathematics and Technology
|
| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- - Part I Modelling Assets and Markets
- Introduction
- The Pricing of Financial Derivatives
- Part II Computational Pricing Methods in the Black-Scholes Framework
- Binomial Tree Methods
- Simulation I: Monte Carlo Methods
- Finite Difference Methods
- Part III Simulation Methods Beyond the Black-Scholes Framework
- Simulation II: Modelling Multivariate Financial Data
- Stochastic Models for Interest Rates
- Simulation III: Numerical Approximation of SDE Models