A Workout in Computational Finance

 

Welcome to the web page of the book A Workout in Computational Finance. We will start adding the software for the book at 31st of October. Although we should have known better after the enormous efforts we had to make to get the book ready, it takes quite a long time to redesign the code examples for the readers of the book.

To run cdf (computational document format) documents please download

Wolfram CDF Player

Software Downloads

Trees

Copulas

 

Email to the authors: workout@unrisk.com

 

Errata:

The code for the binomial tree in the book is not working. In the file linked below a working version is printed:

TreeCode