This book describes computational finance tools. It covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. Many chapters are organized as case studies around portfolio insurance and …
This is the third, revised and extended edition of the classical introduction to the mathematics of finance, based on stochastic models in discrete time. In the first part of the book simple one-period models are studied, in the second part the idea of dynamic hedging of conting…
A multi-volume major reference work, presenting a timely and comprehensive body of knowledge designed to serve as an essential reference for the finance community. * Includes contributions from leading figures in industry and academic research and provides an authoritative expos…