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

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

Tools for Computational Finance offers a clear explanation of computational issues arising in financial mathematics. The new third edition is thoroughly revised

The disciplines of financial engineering and numerical computation differ greatly, however computational methods are used in a number of ways across the field o