Computational finance (122 – cs)
Type: For the choice of university
Department: information systems
Curriculum
| Semester | Credits | Reporting |
| 9 | 6 | Setoff |
Recommended Literature
- Ruppert D. Statistics and Finance. An Introduction / D. Ruppert. – New York: Springer, 2004. – 496p.
- Buchanan R. An Undergraduate Introduction to Financial Mathematics. 3rd / R. Buchanan. – Singapore: World Scientific Publishing Co. Pte. Ltd., 2012. – 486p.
- Albrecher H. Introduction to Quantitative Methods for Financial Markets / H. Albrecher, A. Binder, V. Lautscham, Ph. Mayer. – Basel: Birkhäuser, 2013. – 204p.
- Seydel R.U. Tools for Computational Finance. 6th / R.U. Seydel . – London: Springer-Verlag, 2017. – 508p.
- Petters A.O. An Introduction to Mathematical Finance with Applications. Understanding and Building Financial Intuition / A. O. Petters, X. Dong. – Springer, 2016. – 500p.
- Hull J. Options, Futures and Other Derivatives. 11th / J. Hull. – Harlow:Pearson, 2021. – 882p.
- Hirsa A. Computational Methods in Finance/ A. Hirsa. – New York : CRC Press, Taylor & Francis Group, 2012. – 444p.
- Hilber N. Computational Methods for Quantitative Finance. Finite Element Methods for Derivative Pricing. / N. Hilber, O. Reichmann, C. Schwab, C.Winter. – Berlin: Springer-Verlag, 2013. – 312p.
- Fries C.P. Mathematical Finance. Theory, Modeling and Implementation / P. Fries. – Wiley, 2007. – 544p.
- Levy G. Computational Finance Using C and C# / G. Levy. – Academic Press, 2008.– 384p.
- Kloeden P.E. Numerical Solutions of Stochastic Differential Equations / P.E.Kloeden, E. Platen. – Berlin:Springer-Verlag, 1992. – 668p.