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Tools for Computational Finance

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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Seydel, Rüdiger U. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009.
Edición:4th ed. 2009.
Colección:Universitext,
Temas:
Acceso en línea:Texto Completo

MARC

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505 0 |a 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. 
520 |a 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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