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7 Special Topic in Stochastic Finance
7.5 References

1 Introduction to Simulation and Modeling
2 Discrete Medeling (L-Systems)
3 Population Dynamics
4 Number Representation and Error Propagation
5 Modeling with Random Numbers
6 Heat Transfer in a Rod (Connection Mathematica and C: MathLink)
7 Special Topics in Stochastic Finance
7.1 A Brief Introduction to Finance
7.2 Computational Finance in General
7.3 Stochastic Modeling and Simulation in Finance
7.4 APPENDIX
7.5 References
8 Appendix: Introduction to Mathematica
9 Population Dynamics in Vensim®PLE
     
 

[1] Zvi Bodie, Robert C. Merton, Finance, Prentice Hall, 1997.
[2] John C. Hull, Options, Futures, & Other Derivatives, Prentice-Hall, 1999.
[3] Reuters, An Introduction to Derivatives, John Wiley & Sons Pte Ltd, 1998.
[4] Y. K. Kwok, Mathematical Models of Financial Derivatives, Springer, 1998.
[5] Paul Wilmott, Jeff Dewynne, Sam Howison, Option Pricing, Oxford Financial Press, 1996.
[6] Martin Baxter, Andrew Rennie, Financial Calculus, An Introduction to Derivative Pricing, The Press Syndicate of the University of Cambridge, 1997.
[7] Kevin Dowd, Beyond Value at Risk, John Wile & Sons Ltd, 1998.
[8] Peter G. Zhang, Barings Bankruptcy and Financial Derivatives, World Scientific, 1995.
[9] Thomas Mikosch, Elementary Stochastic Calculus, with Financial in View, World Scientific, 1998.
[10] Albert N. Shiryaev, Essentials of Stochastic Finance, Facts, Models, Theory, World Scientific, 1999.
[11] A.G. Malliaris, W.A.Brock, Stochastic Methods in Economics and Finance, North-Holland Publishing company, 1982.
[12] Hal R. Varian, Computational Economics and Finance, Springer, 1996.
[13] Hal R. Varian, Economic and Financial Modeling with Mathematica, 1993.
[14] William Shaw, Modeling Financial Derivatives with Mathematica, Cambridge University Press, 1998.
[15] John Downes, Jordan Elliot Goodman, Dictionary of Finance and Investment Terms, Barron's, 1998.
[16] Tom Gladd, A "Hand on" Introduction to Financial Monte Carlo Simulation, Internet, 2000.
[17] Rongwen Wu, Options Pricing via Monte Carlo Simulation, Internet, 2000.
[18] Simon Benninga, Zvi Wiener, Value-At-Risk,   Mathematica in Education and Research, Vol.7,  No.4 1998.
[19] Hans-Peter Deutche, Computational Methods in the Pricing and Risk Management of Modern Financial Derivatives, Computer Physics Communications 121-122 (1999).
[20] Mrakani Srikant, Option Pricing with Stochastic Volatility , Internet, 2000.
[21] Blake LeBaron, Agent Based Computational Finance: Suggested Reading and Early Research, Journal of Economic Dynamics & Control, 24(2000) 679-702.
[22] Jingtao Yao, Yili Li, Chew Lim Tan, Option Price Forecasting Using Neural Networks, Omega 28 (2000) 455-466.

 
     
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