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A Workout in Computational Finance, with Website

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A comprehensive introduction to various numerical methods used in computational finance today

Quantitative skills are a prerequisite for anyone working in finance or beginning a career in the field, as well as risk managers. A thorough grounding in numerical methods is necessary, as is the ability to assess their quality, advantages, and limitations. This book offers a thorough introduction to each method, revealing the numerical traps that practitioners frequently fall into. Each method is referenced with practical, real-world examples in the areas of valuation, risk analysis, and calibration of specific financial instruments and models. It features a strong emphasis on robust schemes for the numerical treatment of problems within computational finance. Methods covered include PDE/PIDE using finite differences or finite elements, fast and stable solvers for sparse grid systems, stabilization and regularization techniques for inverse problems resulting from the calibration of financial models to market data, Monte Carlo and Quasi Monte Carlo techniques for simulating high dimensional systems, and local and global optimization tools to solve the minimization problem.

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SysML Distilled: A Brief Guide to the Systems Modeling Language
SysML Distilled: A Brief Guide to the Systems Modeling Language

The Systems Modeling Language (SysML) extends UML with powerful systems engineering capabilities for modeling a wider spectrum of systems and capturing all aspects of a system’s design.  SysML Distilled is the first clear, concise guide for everyone who wants to start creating effective SysML models.

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Pregnancy For Dummies
Pregnancy For Dummies
Now updated — the bestselling guide to a safe and healthy pregnancy

Are you pregnant, or hope to be? This friendly, reassuring guide continues its legacy of providing moms- and dads-to-be with expert advice on every aspect of pregnancy and childbirth — from conception to the delivery room to breastfeeding and...

The Go Programming Language Phrasebook (Developer's Library)
The Go Programming Language Phrasebook (Developer's Library)

The Go Programming Language Phrasebook

Essential Go code and idioms for all facets of the development process 

 

This guide gives you the code “phrases” you need to quickly and...


Tolley's Domestic Gas Installation Practice, Fourth Edition: Gas Service Technology Volume 2
Tolley's Domestic Gas Installation Practice, Fourth Edition: Gas Service Technology Volume 2

This is the second of three volumes of essential reference for those concerned with the installation and servicing of domestic and industrial gas equipment. This volume deals with the various aspects of installing and servicing domestic appliances and associated equipment.

The revised fourth edition is brought fully up to
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Adobe Edge Animate Preview 7: The Missing Manual
Adobe Edge Animate Preview 7: The Missing Manual
It may be hard to imagine, but once upon a time, pages on the World Wide Web didn’t have pictures, let alone animations, videos, and interactive graphics. All these elements were added through trial, error, debate, and debunk. Changes came when brave souls (like you) forged ahead and made things work with the...
Virtual Reality and the Built Environment
Virtual Reality and the Built Environment
This is the first text to focus on virtual reality applications for design of the built environment. This guide explores the use of virtual reality at the practical level. It provides an overview of industrial applications of virtual reality and explores relevant scientific research.

Virtual Reality in the Built
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