Computation and simulation for finance : An introduction with python
Kelly. Conall
Computation and simulation for finance : An introduction with python - Switzerland Springer Nature 2024 - xvi, 321 p. Includes bibliographical reference and index
This book offers an up-to-date introductory treatment of computational techniques applied to problems in finance, placing issues such as numerical stability, convergence and error analysis in both deterministic and stochastic settings at its core. The first part provides a welcoming but nonetheless rigorous introduction to the fundamental theory of option pricing, including European, American, and exotic options along with their hedge parameters, and combines a clear treatment of the mathematical framework with practical worked examples in Python.
9783031605741
Textual
Computation and simulation for finance : An introduction with python - Switzerland Springer Nature 2024 - xvi, 321 p. Includes bibliographical reference and index
This book offers an up-to-date introductory treatment of computational techniques applied to problems in finance, placing issues such as numerical stability, convergence and error analysis in both deterministic and stochastic settings at its core. The first part provides a welcoming but nonetheless rigorous introduction to the fundamental theory of option pricing, including European, American, and exotic options along with their hedge parameters, and combines a clear treatment of the mathematical framework with practical worked examples in Python.
9783031605741
Textual