Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Computation and Simulation for Finance

Computation and Simulation for Finance

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783031605741
Condition
New
Product Description

This book offers an up-to-date introductory treatment of computational techniques applied to problems in finance, placing issues such as numerical stability, convergence and error analysis in both deterministic and stochastic settings at its core. The first part provides a welcoming but nonetheless rigorous introduction to the fundamental theory of option pricing, including European, American, and exotic options along with their hedge parameters, and combines a clear treatment of the mathematical framework with practical worked examples in Python. The second part explores the main computational methods for valuing options within the Black-Scholes framework: lattice, Monte Carlo, and finite difference methods. The third and final part covers advanced topics for the simulation of financial processes beyond the standard Black-Scholes setting. Techniques for the analysis and simulation of multidimensional financial data, including copulas, are covered and will be of interest to those studying machine learning for finance. There is also an in-depth treatment of exact and approximate sampling methods for stochastic differential equation models of interest rates and volatilities. Written for advanced undergraduate and masters-level courses, the book assumes some exposure to core mathematical topics such as linear algebra, ordinary differential equations, multivariate calculus, probability, and statistics at an undergraduate level. While familiarity with Python is not required, readers should be comfortable with basic programming constructs such as variables, loops, and conditional statements.

Available Colors
Available Sizes
1 Offer Price Range: $59.99 - $59.99
BEST PRICE

Single Product Purchase

$59.99
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$59.99 $59.99

$59.99
See Site In stock Visit Store

Similar Products

Mellin-Transform Method for Integral Evaluation

$37.99

Demokratie und Krise

$89.99

Same God, Other god

$84.99

Advances in Natural Language Processing

$54.99

Combinatorial Geometry and Graph Theory

$54.99

Eva and Baby Mo: A Branches Book (Owl Diaries #10)

$5.24

We Are Not Free- A Printz Honor Winner by Traci Chee

$15.99

International Handbook of Educational Change

$429.00

Nachhaltiges Lernen in der politischen Bildung

$59.99

Psychologie und Soziologie der Freizeit

$49.99

Advances in Statistical Decision Theory and Applications

$39.99

Ready, Set, Play!

$4.66

Freddie Ramos Grades 3-5

$20.00

Representing Uncertain Knowledge

$129.00

Lists Ideen zum deutschen Eisenbahnwesen

$59.99

Chaos Modeling and Control Systems Design

$109.99

Brokaufleute

$59.99

Learning from Shanghai

$84.99

Advances in Nanocomposites

$84.99

Interpersonal Argumentation in Educational and Professional Contexts

$89.00

The Global Old Age Care Industry

$119.00

Eye Beyond the Sky

$37.99

Direct Banking

$59.99

Track-Before-Detect Using Expectation Maximisation

$109.99

Scenographies of the Subject

$54.99

Fish Protection Technologies and Fish Ways for Downstream Migration

$129.99

Junge Migranten online

$49.99

Innovations as Key to the Green Revolution in Africa

$309.00

Transaction Cost Economics and Beyond

$219.99

Strategien an den Devisenmrkten

$99.99

Die Reden

$54.99

Mammacarcinom

$39.99

No, David!: David Goes to School

$4.49

Nutritional Adequacy, Diversity and Choice Among Primary School Children

$109.99

Skin Stem Cells

$169.99

Make-to-Order Assembly Management

$109.99

The Social Construction of Landscapes in Games

$109.99

Budget-Impact Analysis of Health Care Interventions

$129.99

Multiple Access Communications

$69.99

Computer and Information Science

$84.99