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A Matlab based introduction to financial mathematics By Kyriakos Chourdakis
eBook (PDF): $0.00
An introduction to financial mathematics using Matlab. The document is incomplete and needs some editing, but the following contents are there: 1. Elements of stochastic calculus 2. The... More > Black-Scholes world 3. Finite difference methods 4. Transform methods 5. Historical estimation and filtering 6. Volatility 7. Fixed income securities [to be completed] 8. Credit risk [to be added] 9. Risk Management [to be added] A. Using Matlab with Microsoft Excel Any feedback, corrections and suggestions are most welcome! K.-< Less

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