Publisher | World Scientific Publishing Europe Ltd |
ISBN 13 | 9781786347947 |
ISBN 10 | 1786347946 |
Author | Cornelis W Oosterlee |
Language | English |
Book Description | This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models, numerical valuation techniques, computational aspects, financial products, and risk mana |
Publication Date | 2019-11-05 |
Number of Pages | 576 pages |
Mathematical Modeling and Computation in Finance: