The purpose of this course is to (a) develop the students' computational ... simulation and a number of related issues. Numerical solutions to stochastic differential equations and their ...

Computational finance is an excellent career option for technically-oriented professionals in the fields of business, math, engineering, economics, statistics, and computer science. The master’s in ...

Nigel Gilbert, Professor of Sociology, Centre for Research in Social Simulation, University of Surrey ... Dietmar Maringer, Professor of Computational Economics and Finance at the University of Basel, ...

It is my pleasure to introduce the latest issue of The Journal of Computational Finance. A focus of this issue is simulation and pricing under different stochastic volatility models. In the issue’s ...