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

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

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

This edition contains more material. The largest addition is a new section on jump processes (Section 1.9). The derivation of a related partial integro differen

The book covers a wide range of topics, yet essential, in Computational Finance (CF), understood as a mix of Finance, Computational Statistics, and Mathematics