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Tools for Computational Finance [electronic resource] / by Rüdiger U. Seydel.

By: Contributor(s): Material type: TextTextSeries: UniversitextPublisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009Description: XXI, 336 p. 85 illus. online resourceContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9783540929291
Subject(s): Additional physical formats: Printed edition:: No titleDDC classification:
  • 336 23
LOC classification:
  • HJ9-9940
Online resources:
Contents:
Modeling Toole for Financial Options -- Generating Random Numbers with Specified Distribution -- Monte Carlo Simulation with Stochastic Differential Equations -- Standard Methods for Standard Options -- Finite Element Methods -- Pricing of Exotic Options.
In: Springer eBooksSummary: This book is very easy to read and one can gain a quick snapshot of computational issues arising in financial mathematics. Researchers or students of the mathematical sciences with an interest in finance will find this book a very helpful and gentle guide to the world of financial engineering. SIAM review (46, 2004). The fourth edition is thoroughly revised and extended. Major revisions concern topics like calibration, Monte Carlo Methods, American options, exotic options and Algorithms for Bermuda Options. New figures, more exercises, more background material make this guide to the world of financial engineering a real must-to-have for everyone working in FE.
Holdings
Item type Current library Collection Call number Status Date due Barcode Item holds
eBook eBook e-Library EBook Available
Total holds: 0

Modeling Toole for Financial Options -- Generating Random Numbers with Specified Distribution -- Monte Carlo Simulation with Stochastic Differential Equations -- Standard Methods for Standard Options -- Finite Element Methods -- Pricing of Exotic Options.

This book is very easy to read and one can gain a quick snapshot of computational issues arising in financial mathematics. Researchers or students of the mathematical sciences with an interest in finance will find this book a very helpful and gentle guide to the world of financial engineering. SIAM review (46, 2004). The fourth edition is thoroughly revised and extended. Major revisions concern topics like calibration, Monte Carlo Methods, American options, exotic options and Algorithms for Bermuda Options. New figures, more exercises, more background material make this guide to the world of financial engineering a real must-to-have for everyone working in FE.

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