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An Introduction to computational finance / Ömür Uǧ̌̌ur.

By: Material type: TextTextSeries: Series in quantitative finance ; v. 1.Publisher: London : Imperial College Press, [2009]Distributor: Singapore ; Hackensack, NJ : Distributed by World Scientific Copyright date: ©2009Description: xv, 298 pages : illustrations (some colour) ; 24 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 1848161921
  • 9781848161924
  • 184816193X
  • 9781848161931
Subject(s): DDC classification:
  • 332.0285 22
LOC classification:
  • HG106 .U38 2009
Contents:
1. Introduction -- 2. Option Pricing and Binomial Methods -- 3. Stochastic Differential Equations -- 4. The Black-Scholes Equation -- 5. Random Numbers and Monte Carlo Simulation -- 6. Option Pricing by Partial Differential Equations -- Appendix A. Short Introduction to MATLAB.
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Holdings
Item type Current library Call number Copy number Status Date due Barcode
Book City Campus City Campus Main Collection 332.0285 UGU (Browse shelf(Opens below)) 1 Available A379332B

Includes bibliographical references (pages 289-293) and index.

1. Introduction -- 2. Option Pricing and Binomial Methods -- 3. Stochastic Differential Equations -- 4. The Black-Scholes Equation -- 5. Random Numbers and Monte Carlo Simulation -- 6. Option Pricing by Partial Differential Equations -- Appendix A. Short Introduction to MATLAB.

Machine converted from AACR2 source record.

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