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Continuous-time mathematical finance and a refresher on stochastic calculus. Chapters 6–10:

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This is perhaps the most "computation-heavy" of the list. Brandimarte uses pseudo-code and actual algorithms (often in C++ or MATLAB) to solve: offering code examples

Pricing path-dependent options (e.g., Asian options, Barrier options). 📍 Part III: Interest Rates & Risk Management Chapter 10: Short-Rate Models mathematical modeling and computation in finance pdf

Detailed implementation of the highly efficient COS method for option pricing. Hands-on Exercises: