This book discusses the state-of-the-art and open problems in computational finance. It presents a collection of research outcomes and reviews of the work from

Numerical Methods in Finance describes a wide variety of numerical methods used in financial analysis.

This book brings together research on numerical methods adapted for Graphics Processing Units (GPUs). It explains recent efforts to adapt classic numerical meth

In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. W