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

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

The book serves as a first introduction to computer programming of scientific applications, using the high-level Python language. The exposition is example and

This book presents computer programming as a key method for solving mathematical problems. There are two versions of the book, one for MATLAB and one for Python

Computational finance is increasingly important in the financial industry, as a necessary instrument for applying theoretical models to real-world challenges. I