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    STUDIA INFORMATICA - Issue no. 1 / 2003  
         
  Article:   SRDJAN STOJANOVIC, COMPUTATIONAL FINANCIAL MATHEMATICS USING MATHEMATICA: OPTIMAL TRADING STOCKS AND OPTIONS", BIRKH─AUSER VERLAG, BOSTON-BASEL-BERLIN, 2003, XI+481 PAGES.

Authors:  DIANA ANDRADA FILIP.
 
       
         
  Abstract:  The book consists in 481 pages i.e. 8 chapters, a bibliography and an index and includes CD-ROM. Srdjan Stojanovic taught the course on Financial Mathematics at the University of Cincinnati since 1998 and at Purdue University during the academic year 2001-2002. This book is an expanded version of those courses, built with the help of the students during the time when Srdjan Stojanovic taught them computational financial mathematics and MATHEMATICAR programming. A very interesting and very actual book, because now, the computer make an integrand part of our life. The author, himself, underlines in the Introduc- tion, that the book is addressed to students and professors of academic programs in financial mathematics (like computational finance and financial engineering). Anyway, the mathematical background would be Calculus, Differential Equations and Probability, but varies according to the objectives of the reader. The book is, as recommends the author, divided in some parts according to the required mathematical level as follows: the basics (for the Chapters 1-4), intermediate level (the Chapters 5 and 7), advanced level (for the Chapters 6 and 8).  
         
     
         
         
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