An Introduction to Computational Finance
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Ömür Ugur: Middle East Technical University, Turkey
in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.
Although there are several publications on similar subjects, this book mainly focuses on pricing of options and bridges the gap between Mathematical Finance and Numerical Methodologies. The author collects the key contributions of several monographs and selected literature, values and displays their importance, and composes them here to create a work which has its own characteristics in content and style.
Keywords: Option Pricing; Black-Scholes Formulas; Computational Methods; Stochastic Differential Equations; Monte Carlo Simulations; Finite Difference Methods; PDE Methods for Option Pricing; Tree Methods; Binomial Methods (search for similar items in EconPapers)
JEL-codes: C02 C63 C73 F65 G1 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:wsi:wsbook:p556
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