An Introduction to Computational Finance


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An Introduction to Computational Finance - Ugur, Omur
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Although there are several publications on similar subjects, this book mainly focuses on pricing of options and bridges the gap between Mathematical Finance and Numerical Methodologies. The author collects the key contributions of several monographs and selected literature, values and displays their importance, and composes them here to create a work which has its own characteristics in content and style.This invaluable book provides working Matlab codes not only to implement the algorithms presented in the text, but also ...

An Introduction to Computational Finance 2008, Imperial College Press, London, England

ISBN-13: 9781848161924