An Introduction to computational finance / Ömür Uǧ̌̌ur.
Material type: TextSeries: 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
- unmediated
- volume
- 1848161921
- 9781848161924
- 184816193X
- 9781848161931
- 332.0285 22
- 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.
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 |
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332.024091 KEO Personal finance : turning money into wealth / | 332.0240993 MOR After the panic : surviving bad investments and bad advice / | 332.0285 NAT Natural computing in computational finance. Volume 3 / | 332.0285 UGU An Introduction to computational finance / | 332.02855133 LEV Computational finance using C and C / | 332.02855133 SCH Quantitative finance : an object-oriented approach in C++ / | 332.028553042 BOE Using SAS in financial research / |
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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