Modelling Financial Derivatives with MATHEMATICA ® - Rilegato

Shaw, William T.

 
9780521592338: Modelling Financial Derivatives with MATHEMATICA ®
Rilegato
ISBN 10: 052159233X ISBN 13: 9780521592338
Casa editrice: Cambridge University Press, 1998

Sinossi

CD plus book for financial modelling, requires Mathematica 3 or 2.2; runs on most platforms.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Recensione

'Shaw's book has the originality to present the standard mathematics of financial derivatives within a SAC [symbolic and algebraic computation]-assisted framework ... So, should we all become SAC experts? For many, the answer will probably be yes ... There are many useful examples that it will often be a case of looking for the instrument most closely related to the desired one, and adapting the example code as required ... Shaw's book is definitely worth looking at for a few days to get a feel for the ideas and advantages that lie away from the traditional programming approaches - and then could be a strong basis for a longer-term view of the subject.' Gabriele Susinno and Chris Shortland, RISK Magazine

Descrizione del libro

The author shows how to use Mathematica to test financial models. Mathematica's graphical and animation capabilities are exploited to visualise characteristics in 2 and 3 dimensions. An accompanying CD that runs on most Windows and Macintosh platforms has the machine readable versions of the models; most features require Mathematica 3.0; some only need version 2.2.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Cambridge University Press
Data di pubblicazione
1998
Lingua
Inglese
ISBN 10 
052159233X
ISBN 13 
9780521592338
Rilegatura
Copertina rigida
Numero di pagine
550
Contatto del produttore
non disponibile
Persona responsabile
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
Francia