An Introduction to computational finance /
Ömür Uǧ̌̌ur.
- xv, 298 pages : illustrations (some colour) ; 24 cm.
- Series in quantitative finance ; v. 1 .
- Series in quantitative finance ; v. 1. .
Includes bibliographical references (pages 289-293) and index.
Introduction -- Option Pricing and Binomial Methods -- Stochastic Differential Equations -- The Black-Scholes Equation -- Random Numbers and Monte Carlo Simulation -- Option Pricing by Partial Differential Equations -- Short Introduction to MATLAB. 1. 2. 3. 4. 5. 6. Appendix A.