Tools for computational finance
- Rüdiger U. Seydel.
- 4th ed.
- Berlin : Springer, c2009.
- Physical description
- xxi, 332 p. : ill. ; 24 cm.
Science Library (Li and Ma)
|HG106 .S49 2009||Unknown|
- Seydel, R. (Rüdiger), 1947-
- Includes bibliographical references (p. 311-323) and index.
- Modelling Tools for Financial Options.- Generating Random Numbers with Specified Distributions.- Simulation with Stochastic Differential Equations.- Standard Methods for Standard Options.- Finite-Element Methods.- Pricing of Exotic Options.- Appendices.
- (source: Nielsen Book Data)9783540929284 20160607
- Publisher's Summary
- Tools for Computational Finance offers a clear explanation of computational issues arising in financial mathematics. The new third edition is thoroughly revised and significantly extended, including an extensive new section on analytic methods, focused mainly on interpolation approach and quadratic approximation. Other new material is devoted to risk-neutrality, early-exercise curves, multidimensional Black-Scholes models, the integral representation of options and the derivation of the Black-Scholes equation. New figures, more exercises, and expanded background material make this guide a real must-to-have for everyone working in the world of financial engineering.
(source: Nielsen Book Data)9783540929284 20160607
- Publication date
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