000			01090nam a2200181 4500
005			20260114112430.0
008			260114b |||||||| |||| 00| 0 eng d
020			_a9783031605741
037			_cTextual
040			_aRTL _cRTL
084			_qRTL
100			_aKelly. Conall _9864400
245			_aComputation and simulation for finance : An introduction with python
260			_aSwitzerland _bSpringer Nature _c2024
300			_axvi, 321 p. _bIncludes bibliographical reference and index
520			_aThis 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.
942			_2CC _n0 _cTEXL
999			_c1467652 _d1467652