The disciplines of financial engineering and numerical computation differ greatly, however computational methods are used in a number of ways across the field o
Tools for Computational Finance offers a clear explanation of computational issues arising in financial mathematics. The new third edition is thoroughly revised
Tools for Computational Finance offers a clear explanation of computational issues arising in financial mathematics. The new third edition is thoroughly revised
This edition contains more material. The largest addition is a new section on jump processes (Section 1.9). The derivation of a related partial integro differen
Simulation has become a tool difficult to substitute in many scientific areas like manufacturing, medicine, telecommunications, games, etc. Finance is one of su