Mathematical Modeling and Computation in Finance

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Mathematical Modeling and Computation in Finance:
With Exercises and Python and MATLAB Computer Codes
by Cornelis W Oosterlee

English | 2020 | ISBN: 1786347946 | 1310 Pages | PDF true | 29 MB
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 management applications presented will enable readers to progress in the challenging field of computational finance.
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