Tools for computational finance

"This book is very easy to read and one can gain a quick snapshot of computational issues arising in financial mathematics. Researchers or students of the mathematical sciences with an interest in finance will find this book a very helpful and gentle guide to the ...

Dynamical sistems

examples of complex behaviour

This book presents a survey of the field of dynamical systems and its significance for research in complex systems and other fields, based on a careful analysis of specific important examples. It also explains the fundamental underlying mathematical concepts, with a particular focus on invariants ...

Option theory with stochastic analysis

an introduction to mathematical finance

The objective of this textbook is to provide a very basic and accessible introduction to option pricing, invoking only a minimum of stochastic analysis. Although short, it covers the theory essential to the statistical modeling of stocks, pricing of derivatives (general contingent claims) with martingale ...

Statistics of financial markets

an introduction