The book is based on the author's lectures on topics on computational finance for senior and graduate students, delivered in USA (Princeton University and EMU), Taiwan and Kuwait. The prerequisites are an introductory course in stochastic calculus, as well as the usual calculus sequence.
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The book is based on the author's lectures on topics on computational finance for senior and graduate students, delivered in USA (Princeton University and EMU), Taiwan and Kuwait. The prerequisites are an introductory course in stochastic calculus, as well as the usual calculus sequence.
Read Less
Add this copy of Deterministic and Stochastic Topics in Computational to cart. $32.01, very good condition, Sold by Suffolk Books rated 5.0 out of 5 stars, ships from center moriches, NY, UNITED STATES, published 2017 by World Scientific Publishing Company.
Add this copy of Deterministic and Stochastic Topics in Computational to cart. $58.45, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2017 by World Scientific Publishing Company.
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Seller's Description:
New. Trade paperback (US). Glued binding. 484 p. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Deterministic and Stochastic Topics in Computational to cart. $58.46, new condition, Sold by Basi6 International rated 5.0 out of 5 stars, ships from Irving, TX, UNITED STATES, published 2017 by World Scientific Publishing Company.
Add this copy of Deterministic and Stochastic Topics in Computational to cart. $63.88, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2017 by World Scientific Publishing Company.
Add this copy of Deterministic and Stochastic Topics in Computational to cart. $66.83, new condition, Sold by Pumpkin Wholesale Ltd rated 4.0 out of 5 stars, ships from Abingdon, Oxon, UNITED KINGDOM, published 2017 by World Scientific Publishing Co Pte Ltd.
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New. What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and stochastic volatility models, by which the reader has the advantage of computing explicitly a large number of prices for European, American and Asian derivatives. The book presents continuous time models for financial markets, starting from classical models such as Black-Scholes and evolving towards the most popular models today such as Heston and VAR. A key feature of the textbook is the large number of exercises, mostly solved, which are designed to help the reader to understand the material. The book is based on the author's lectures on topics on computational finance for senior and graduate students, delivered in USA (Princeton University and EMU), Taiwan and Kuwait. The prerequisites are an introductory course in stochastic calculus, as well as the usual calculus sequence. The book is addressed to undergraduate and graduate students in Masters of Finance programs as well as to those who wish to become more efficient in their practical applications. Topics covered:
Add this copy of Deterministic and Stochastic Topics in Computational to cart. $71.81, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2017 by World Scientific Publishing Company.
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Fine. Trade paperback (US). Glued binding. 484 p. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
