Modelling Financial Derivatives with MATHEMATICA ® - Rilegato

Shaw, William T.

Rilegato

ISBN 10: 052159233X ISBN 13: 9780521592338

Casa editrice: Cambridge University Press, 1998

Riassunto

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

Su questo libro

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.

Dettagli dell'edizione

• 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