LIBROS DEL AUTOR: cornelis w oosterlee lech a grzelak

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  • MATHEMATICAL MODELING AND COMPUTATION IN FINANCE
    Cornelis W Oosterlee / CORNELIS W OOSTERLEE & LECH A GRZELAK / Lech A Grzelak / OOSTERLEE CORNELIS W
    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.When the behavior ...
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