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About CFP Lecture1
The document discusses computational finance and outlines topics including: 1) Pricing options using the binomial model and Monte Carlo techniques. 2) Solving stochastic differential equations to price exotic options. 3) Using partial differential equations and numerical methods for non-standard options. 4) Literature references computational finance books and papers. 5) Lecture notes cover discrete time finance models, the binomial model, and pricing contingent claims.
Detailed Information
| Author: | ['Andrei Bejenari'] |
|---|---|
| Publication Year: | 2015 |
| Pages: | 36 |
| Language: | English |
| Format: | |
| Price: | FREE |
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