This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models
This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models
The book serves as a first introduction to computer programming of scientific applications, using the high-level Python language. The exposition is example and
Computational finance is increasingly important in the financial industry, as a necessary instrument for applying theoretical models to real-world challenges. I
This book presents computer programming as a key method for solving mathematical problems. There are two versions of the book, one for MATLAB and one for Python