Computations in Finance

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Quantitative Finance, Financial Engineering and Computational Finance taught through complete courses, lectures and practical tutorials. The channel contains courses and tutorials covering derivatives pricing, option pricing, financial mathematics, stochastic processes, Monte Carlo simulation, stochastic volatility models, Heston and Bates models, model calibration, Fourier methods, risk management and Python for quantitative finance. Created by Lech A. Grzelak (PhD Financial Mathematics), co-author of Mathematical Modeling and Computation in Finance, combining academic rigor with industry experience. The channel features Financial Engineering, Computational Finance, Quantitative Risk Management and advanced quantitative modelling. The objective is to bridge the gap between theory and practice and provide a deeper understanding of quantitative finance. Website: https://LechGrzelak.com LinkedIn: https://www.linkedin.com/in/lech-grzelak-7111b23/

Joined

2007-10-28

Format

tutorial

Topics

Options & Derivatives, Trading