Computational Methods in Finance, 2nd Edition

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Type E-Books
Language English
Total size 22.5 MB
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Computational Methods in Finance, 2nd Edition

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English | 2024 | ISBN: 9780429094743 | 652 pages | True PDF | 22.47 MB

Computational Methods in Finance is a book developed from the author’s courses at Columbia University and the Courant Institute of New York University. This self-contained text is designed for graduate students in financial engineering and mathematical finance, as well as practitioners in the financial industry. It will help readers accurately price a vast array of derivatives.

This new edition has been thoroughly revised throughout to bring it up to date with recent developments. It features numerous new exercises and examples, as well as two entirely new chapters on machine learning.

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