An Introduction to Computational Finance
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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.
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[2] Eduardo S. Schwartz,et al. Investment Under Uncertainty. , 1994 .
[3] J. Hull. Options, Futures, and Other Derivatives , 1989 .
[4] P. Glasserman,et al. Monte Carlo methods for security pricing , 1997 .