Uǧur, Ömür.

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.

1848161921 9781848161924 184816193X 9781848161931


Finance--Mathematical models.
Options (Finance)--Prices--Mathematical models.

HG106 / .U38 2009

332.0285