This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance. The first part develops a toolkit in numerical

Presents a multitude of topics relevant to the quantitative finance community by combining the best of the theory with the usefulness of applications Written by

Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools. This book simultaneously introduc

Learn how quantitative models can help fight client problems head-on Before financial problems can be solved, they need to be fully understood. Since in-depth q

The book has been tested and refined through years of classroom teaching experience. With an abundance of examples, problems, and fully worked out solutions, th