Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an int

Helping readers accurately price a vast array of derivatives, this self-contained text explains how to solve complex functional equations through numerical meth

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

This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models

This book presents a cogent description of the main methodologies used in derivatives pricing. Starting with a summary of the elements of Stochastic Calculus, Q