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· 제목 : Computational Finance Using C and C#: Derivatives and Valuation (Hardcover, 2) 
· 분류 : 외국도서 > 경제경영 > 은행/금융
· ISBN : 9780128035795
· 쪽수 : 388쪽
· 분류 : 외국도서 > 경제경영 > 은행/금융
· ISBN : 9780128035795
· 쪽수 : 388쪽
목차
1. Overview of financial derivatives
2. Introduction to stochastic processes
3. Generation of random variates
4. European Options
5. Single asset American options
6. Multi-asset options
7. Other Financial Derivatives
8. C# Portfolio Pricing Application
9. A Brief History of Finance
Appendix A. The Greeks for vanilla European options
Appendix B. Barrier option integrals
Appendix C. Standard statistical results
Appendix D. Statistical distribution functions
Appendix E. Mathematical reference
Appendix F. Black-Scholes finite-difference schemes
Appendix G. The Brownian Bridge: alternative derivation
Appendix H. Brownian motion: more results
Appendix I. Feynman-Kac formula
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