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exercises on mathematical finance wanted
Posted: August 25th, 2006, 10:37 am
by mushrooman
does anyone know where to find some exercises on (elementary) mathematical finance? Topics can be change of measure, pricing kernel, various extoic option pricing. Probably some exercises on related PDE are also welcome. Any info is appreciated.
exercises on mathematical finance wanted
Posted: August 25th, 2006, 11:59 am
by FunkyQuant
Hi Mushroomman,you can go on emmanuel temam website, "TD de processus stochastique en finance".Well done, with corrections, but in french.Hope it's helpful.
exercises on mathematical finance wanted
Posted: August 25th, 2006, 6:14 pm
by mushrooman
Thanks a lot, FunkyQuant. You provide an opportunity to combine the learning of quantitaive finance and french language. Topics on computational aspect is also needed, such as finite difference method.
exercises on mathematical finance wanted
Posted: August 25th, 2006, 6:51 pm
by Jungix
What is the url of this website?
exercises on mathematical finance wanted
Posted: August 25th, 2006, 8:39 pm
by FunkyQuant
You can go on this website :
http://www.ann.jussieu.fr/~achdou/node10.htmlyou can find a course on PDE and numerical computation for finance, some exercises and exams, without correction.Sorry, it's still in french, but mathematic's language is universal !!
exercises on mathematical finance wanted
Posted: August 27th, 2006, 6:48 pm
by quantdev2006
The link to the exercises doesn't work though:exercicesThe rest is quite good though, thanks!qd2006