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Tools for Computational Finance
Basic principles underlying the transactions of ?nancial markets are tied to probability and statistics. Accordingly it is natural that books devoted to mathematical ?nance are dominated by stochastic methods. Only in recent years, spurred by the enormous economical success of ?nancial derivatives,...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2006.
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| Edición: | 3rd ed. 2006. |
| Colección: | Universitext,
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| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- Modeling 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.