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An Introduction to Computational Finance. コンピュータ・ファイナンス入門
・ISBN 978-1-84816-192-4 hard US$ 114.00
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・ISBN 978-1-84816-193-1 paper US$ 38.00
￥8,903.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-1-84816-194-8
| 著者・編者 | Ugur, Ömür, |
|---|---|
| シリーズ | Series in Quantitative Finance |
| 出版社 | (Imperial College Pr., UK) |
| 出版年月 | 2009 |
| ページ数 | 298 pp. |
| 言語 | ENG |
| ニュース番号 | ＜555-395＞ |
解説
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.This invaluable book provides working Matlab codes not only to implement the algorithms presented in the text, but also to help readers code their own pricing algorithms in their preferred programming languages. Availability of the codes under an Internet site is also offered by the author.Not only does this book serve as a textbook in related undergraduate or graduate courses, but it can also be used by those who wish to implement or learn pricing algorithms by themselves. The basic methods of option pricing are presented in a self-contained and unified manner, and will hopefully help readers improve their mathematical and computational backgrounds for more advanced topics.Errata(s)Errata