金融における数理モデル化と計算:練習問題・PythonとMATLABコード付属
Mathematical Modeling And Computation In Finance: With Exercises And Python And Matlab Computer Codes
Oosterlee, Cornelis W
Grzelak, Lech A
- 出版社:World Scientific Europe Ltd
- 出版年月:2019年 11月
- ISBN:9781786348050
- 装丁:PAP
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装丁について
- 言語:ENG
- 巻数・ページ数:576 p.
- DDC分類:332.0151922
- 内容紹介:
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The stochastic models, numerical valuation techniques, computational aspects, financial products, and risk management applications presented will enable readers to progress in the challenging field of computational finance.