Description

Book Synopsis

- Part I Modelling Assets and Markets.- Introduction.- The Pricing of Financial Derivatives.- Part II Computational Pricing Methods in the Black-Scholes Framework.- Binomial Tree Methods.- Simulation I: Monte Carlo Methods.- Finite Difference Methods.- Part III Simulation Methods Beyond the Black-Scholes Framework.- Simulation II: Modelling Multivariate Financial Data.- Stochastic Models for Interest Rates.- Simulation III: Numerical Approximation of SDE Models.

Computation and Simulation for Finance

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    A Hardback by Cónall Kelly

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      Publisher: Springer
      Publication Date: 8/22/2024
      ISBN13: 9783031605741, 978-3031605741
      ISBN10: 3031605748
      Also in:
      Mathematics Applied mathematics

      Description

      Book Synopsis

      - Part I Modelling Assets and Markets.- Introduction.- The Pricing of Financial Derivatives.- Part II Computational Pricing Methods in the Black-Scholes Framework.- Binomial Tree Methods.- Simulation I: Monte Carlo Methods.- Finite Difference Methods.- Part III Simulation Methods Beyond the Black-Scholes Framework.- Simulation II: Modelling Multivariate Financial Data.- Stochastic Models for Interest Rates.- Simulation III: Numerical Approximation of SDE Models.

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