Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes
  • Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes
  • Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes
ISBN: 1786348055
EAN13: 9781786348050
Language: English
Release Date: Nov 5, 2019
Pages: 556
Dimensions: 1.338583" H x 9.448819" L x 6.771654" W
Weight: 2.204623 lbs.
Format: Paperback

Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes

Select Format Format: Paperback Select Conditions Condition: New

Selected

Format: Paperback

Condition: New

$66.71
Quantity
136 Available

Select Conditions
  • New $66.71 Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes
Book Overview

This Description may be from another edition of this product.

This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models, numerical valuation techniques, computational aspects, financial products, and risk management applications presented will enable readers to progress in the challenging field of computational finance.

When the behavior of financial market participants changes, the corresponding stochastic mathematical models describing the prices may also change. Financial regulation may play a role in such changes too. The book thus presents several models for stock prices, interest rates as well as foreign-exchange rates, with increasing complexity across the chapters. As is said in the industry, do not fall in love with your favorite model. The book covers equity models before moving to short-rate and other interest rate models. We cast these models for interest rate into the Heath-Jarrow-Morton framework, show relations between the different models, and explain a few interest rate products and their pricing.

The chapters are accompanied by exercises. Students can access solutions to selected exercises, while complete solutions are made available to instructors. The MATLAB and Python computer codes used for most tables and figures in the Read More chevron_right

Frequently Asked Questions About Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes

Book Reviews (0)

0
  |   0  reviews
Did you read Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes? Please provide your feedback and rating to help other readers.
Write Review
Captcha

No customer reviews for the moment.