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- Autorius: Geon Ho Choe
- Leidėjas: Springer Nature Switzerland AG
- Metai: 2026
- Puslapiai: 626
- ISBN-10: 3032123305
- ISBN-13: 9783032123305
- Formatas: 15.5 x 23.5 x cm, kieti viršeliai
- Kalba: Anglų
- Kaina galioja įvedus kodą: ENG
Quantitative Methods for Finance with Simulations II (el. knyga) (skaityta knyga) | knygos.lt
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Aprašymas
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.
Kaina galioja įvedus kodą: ENG
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- Autorius: Geon Ho Choe
- Leidėjas: Springer Nature Switzerland AG
- Metai: 2026
- Puslapiai: 626
- ISBN-10: 3032123305
- ISBN-13: 9783032123305
- Formatas: 15.5 x 23.5 x cm, kieti viršeliai
- Kalba: Anglų
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.
Atsiliepimai