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Tools for Computational Finance
Computational and numerical methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering. By concentrating on the field of option pricing, a core task of financial engineering and risk analysis, this book explo...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
London :
Springer London : Imprint: Springer,
2012.
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| Edición: | 5th ed. 2012. |
| 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
- Monte Carlo Simulation with Stochastic Differential Equations
- Standard Methods for Standard Options
- Finite-Element Methods
- Pricing of Exotic Options
- Beyond Black and Scholes.