Dear all,Today I would like to share Lecture no 6 (out of 14) of the Computational Finance course!We will discuss the class of Affine Jump Diffusion Processes. This is a…
Dear all,I hope you are all still motivated to continue with the Computational Finance course. Today I would like to share Lecture no 5 (out of 14).Today we will discuss…
Dear all,A new week so a new opportunity to learn something about Computational Finance!Today I would like to share Lecture no 4 (out of 14). Today we will discuss the…
Dear all,Today I would like to share Lecture no 3 (out of 14).We will move away from the introductory materials and start with some Python programming: we will perform a…
Dear all,Thanks a lot for the positive feedback regarding the course! I really appreciate it. Today I would like to share Lecture no 2 (out of 14). Lecture slides and…
Dear all,For everyone interested in Computational Finance I have great news: together with Kees Oosterlee we have prepared a free course on Computational Finance.It is a free ​series of lectures…