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A Workout in Computational Finance
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Quantitative skills are a prerequisite for anyone looking to work in the finance industry today. Within the industry, any risk professional who wants to collaborate with, or work in most front office departments needs a thorough grounding in numerical methods, and the ability to assess their quality, their advantages and their limitations.
A Workout in Computational Finance delivers a profound and hands-on account of numerical methods used in modern quantitative finance, covering valuation a...