An Introduction to Computational Finance

DOI10.1142/P556MaRDI QIDQ3518680zbMATH OpenOpenAlexFDO

Authors Ö. Uğur

Publication date 11 August 2008

Published in Series in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/2a5d96f07c393f756a7fcaf8a9be019f1fb58a55

zbMATH Keywords

binomial treesmathematical financeMonte Carlo simulationnumerical approachesoption pricingstochastic differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Monte Carlo methods (65C05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Numerical methods (including Monte Carlo methods) (91G60)

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• Pricing pension buy-outs under stochastic interest and mortality rates
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• Nine Ways to Implement the Binomial Method for Option Valuation in MATLAB
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• Computational Methods for Option Pricing
• Tools for computational finance.
• Tools for computational finance.
• Tools for computational finance
• Computation and simulation for finance. An introduction with Python

Describes a project that uses

Uses Software

• Matlab

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