Geon Ho Choe
Quantitative Methods for Finance with Simulations II
Numerical Methods and Monte Carlo Integration
Gebonden EN 2026 9783032123305Levertijd ± 16 werkdagen
Gratis verzonden
Samenvatting
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.
Specificaties
ISBN13:9783032123305
Taal:EN
Bindwijze:Gebonden
Aantal pagina's:618
Uitgever:Springer Nature Switzerland AG
Hoofdrubriek:Financieel management, Financieel management
Thema:
K Economie, Financiën, Bedrijf en Management
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