Computational Finance Course- Lecture 12/14
Dear all,Today I would like to share with you Lecture no 12 (out of 14) of the Computational Finance series! Today we will cover the topics on Forward Start Options,…
Computational Finance Course- Lecture 10/14
Dear all,We have still a few more lectures to finish the course! I hope you are motivated! Today I would like to share with you Lecture no 10 (out of…
Computational Finance Course- Lecture 8/14
Dear all,Today we will start with the second half of the Computational Finance Course, therefore I would like to share Lecture no 8 (out of 14).Today we will discuss the…
Computational Finance Course- Lecture 6/14
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…
Computational Finance Course- Lecture 5/14
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…
Computational Finance Course- Lecture 4/14
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…
Computational Finance Course- Lecture 3/14
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…
Computational Finance Course- Lecture 2/14
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…
Computational Finance Course- Lecture 1/14
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…