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COMPUTER
2010
13 years 7 months ago
2010
SIAMCO
2011
13 years 4 months ago
2011
We study properties of solutions to fully nonlinear versions of the standard Black– Scholes partial differential equation. These equations have been introduced in financial mat...
NAA
2000
Springer
14 years 1 months ago
2000
Springer
Abstract. Monte Carlo (MC) methods have proved to be flexible, robust and very useful techniques in computational finance. Several studies have investigated ways to achieve greater...
ALT
2010
Springer
13 years 11 months ago
2010
Springer
: In many prediction problems, including those that arise in computer security and computational finance, the process generating the data is best modeled as an adversary with whom ...
Lecture Notes
These notes cover several topics such as Interest Rate Calculations, More Details on Bond Conventions, Bond Portfolios, Basic Option Pricing, The Binomial Option Pricing Model, The...