Book2019

Mathematical Modeling and Computation in Finance

Cornelis W. Oosterlee · Lech Aleksander Grzelak

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Stochastic processes and financial applications Financial Analysis and Corporate Governance Risk and Portfolio Optimization

Abstract

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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