Class Notes on Computational Finance
by R. Seydel
Essential parts of the course "Computational Finance" are available as class notes.
These are presented here for download (pdf, 1.7 MB):
Versions for beamer or tablets (landscape format, larger fonts):
Chapter 1 ,
Chapter 2 ,
Chapter 3 ,
Chapter 4 .
Important ingredients are the exercises: Exercises 2012
In my experience, students frequently do have some background on basic stochastics. Then significant parts of Chapter 1 on Modeling Tools can be speeded up. To this end I collected essential parts of Chapter 1 into a pdf-file in a format tailored to a beamer presentation. This can be downloaded here.
seydel "at" math "dot" uni-koeln "dot" de