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

Computational Mathematics: Models, Methods, and Analysis with MATLAB and MPI explores and illustrates this process. Each section of the first six chapters is mo

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