Lecture 2022-2 (01): Comp. Fin. 2 / Applied Mathematical Finance: Recapitulation of Foundations
Channel: finmath
Date: 2022-11-09

Lecture 2022-2 (01): Computational Finance 2 / Applied Mathematical Finance: Recapitulation of Foundations: Mathematical Finance and Numerical Methods

- Risk Neutral Measure
- Universal Valuation Theorem
- Computer Arithmetic
- Monte-Carlo Method
- Time-Discretization of SDEs
- Approximation of Partial Derivatives