Numerical Methods for Finance 课件

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Numerical Methods for Finance 课件     Dr Robert Nournberg

This course introduces the major numerical methods needed for quantitative work in finance. To this avail, the course will strike a balance between a general survey of significant numerical methods anyone working in a quantitative field should know, and a detailed study of some numerical methods specific to financial mathematics.


In the first part the course will cover e.g. linear and nonlinear equations, interpolation and optimization,


while the second part introduces e.g. binomial and trinomial methods, finite difference methods, Monte-Carlo simulation, random number generators, option pricing and hedging.

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关键词：Numerical numeric Finance Methods Method detailed specific general balance between

ding
kankan

好东东啊
谢谢

好东西！！！

Thanks !

数字计算方法要认真学一下

Numerical Methods for Finance

Thanks!

很有价值，多谢分享