Mathematical Finance Lecture Notes
29. 09 06 - 22:18 - Category:Mathematics
(English Text)
Version 1.3.x of
the lecture notes on "mathematical finance" now
contains the missing chapter on Monte-Carlo
sensitivities. The calculation of Monte-Carlo
sensitivities (a.k.a. Greeks) was discussed in the
last two sessions of the 2005/2006 lecture. Apart
from two new chapters this version contains over 100
corrections.
For a detailed table of contents see http://www.christian-fries.de/finmath/book.
For a detailed table of contents see http://www.christian-fries.de/finmath/book.