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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.
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.
| Erscheinungsjahr: | 2016 |
|---|---|
| Fachbereich: | Allgemeines |
| Genre: | Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Buch |
| Inhalt: | Gebunden |
| ISBN-13: | 9789813203075 |
| ISBN-10: | 9813203072 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | HC gerader Rücken kaschiert |
| Einband: | Gebunden |
| Autor: | Ovidiu Calin |
| Hersteller: | World Scientific |
| Maße: | 250 x 175 x 30 mm |
| Von/Mit: | Ovidiu Calin |
| Erscheinungsdatum: | 28.11.2016 |
| Gewicht: | 1,006 kg |
| Erscheinungsjahr: | 2016 |
|---|---|
| Fachbereich: | Allgemeines |
| Genre: | Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Buch |
| Inhalt: | Gebunden |
| ISBN-13: | 9789813203075 |
| ISBN-10: | 9813203072 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | HC gerader Rücken kaschiert |
| Einband: | Gebunden |
| Autor: | Ovidiu Calin |
| Hersteller: | World Scientific |
| Maße: | 250 x 175 x 30 mm |
| Von/Mit: | Ovidiu Calin |
| Erscheinungsdatum: | 28.11.2016 |
| Gewicht: | 1,006 kg |
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