Graduate School of Applied Mathematics, Book / Book chapter

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Uğur, Ömür (1)

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2009 (1)

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An Introduction to Computational Finance
Uğur, Ömür (Imperial College Press, 2009-01-01)
Although there are several publications on similar subjects, this book mainly focuses on pricing of options and bridges the gap between Mathematical Finance and Numerical Methodologies. The author collects the key contribu...