Quantitative Methods for Finance with Simulations II

Name: Quantitative Methods for Finance with Simulations II
Brand: Springer, Berlin
SKU: 9783032123305
Price: 1677 CZK
Availability: InStock

Numerical Methods and Monte Carlo Integration

Autor: Geon Ho Choe

Jazyk:

Vazba: Pevná

Vydavatel: Springer, Berlin

Dostupnost: Skladem u dodavatele

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This self-contained book is the second of a two-volume set providing a thorough introduction to quan...

Informace o knize

Autor

Geon Ho Choe

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2026

Stránek

601

EAN

9783032123305

Enbook ID

49976323

Vydavatel

Springer, Berlin

Hmotnost

1262

Rozměry

155 x 235

Kompletní popis

This self-contained book is the second of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods.

This volume covers numerical methods, including numerical solutions of ordinary and partial differential equations such as the Black Scholes Merton equation, as well as stochastic differential equations, Monte Carlo methods, estimation of implied volatility, stochastic volatility models, and Fourier transform methods for option pricing. The numerical methods are implemented in both Matlab and Python. Background in mathematics is included in the appendices and the level of familiarity with computer programming is kept to a minimum.

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Quantitative Methods for Finance with Simulations II

Numerical Methods and Monte Carlo Integration

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také