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Computational Financial Mathematics Using Mathematica: Optimal Trading in Stocks and Options
Srdjan Stojanovic, 2003, Birkhäuser, 481 pp., hardcover, includes CD-ROM
This book provides a comprehensive overview of the mathematics of computational finance for academics in financial mathematics. Enabled by Mathematica, the approach is applied, integrating and giving a fresh perspective to many mathematical disciplines including probability, ordinary, stochastic, and partial differential equations; mathematical statistics; and calculus of variations. Three kinds of solution methods are emphasized: symbolic, numerical, and Monte Carlo.
This book is available in the Wolfram Research bookstore.
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