Seydel Tools for Computational Finance
3rd Auflage 2006
ISBN: 978-3-540-27926-6
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
E-Book, Englisch, 323 Seiten, Web PDF
Reihe: Mathematics and Statistics
ISBN: 978-3-540-27926-6
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
This easy-to-read book offers a snapshot of computational issues arising in financial mathematics. The new third edition is thoroughly revised and significantly extended. The largest addition is a new section on analytic methods, focused mainly on interpolation approach and quadratic approximation. New sections and subsections are 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, numerous exercises, and the addition of more background material make this guide a real must-to-have for everyone working in the world of financial engineering.
Zielgruppe
Graduate
Autoren/Hrsg.
Weitere Infos & Material
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.
