The book is based on the author's lectures on topics on computational finance for senior and graduate students, delivered in USA (Princeton University and EMU), Taiwan and Kuwait. The prerequisites are an introductory course in stochastic calculus, as well as the usual calculus sequence.
Author: Ovidiu Calin |
Publisher: World Scientific Publishing Company |
Publication Date: Jan 24, 2017 |
Number of Pages: NA pages |
Language: English |
Binding: Hardcover |
ISBN-10: 9813203072 |
ISBN-13: 9789813203075 |