Tools for Computational Finance - Brossura

Seydel, R.

Brossura

ISBN 10: 3540929282 ISBN 13: 9783540929284

Casa editrice: Springer Verlag, 2009

Riassunto

Tools for Computational Finance offers a clear explanation of computational issues arising in financial mathematics. The new third edition is thoroughly revised and significantly extended, including an extensive new section on analytic methods, focused mainly on interpolation approach and quadratic approximation. Other new material is 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, more exercises, and expanded background material make this guide a real must-to-have for everyone working in the world of financial engineering.

Su questo libro

Dalla quarta di copertina

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.

Dettagli dell'edizione

• Editore: Springer Verlag
• Data di pubblicazione: 2009
• Lingua: Inglese
• ISBN 10: 3540929282
• ISBN 13: 9783540929284
• Rilegatura: Copertina flessibile
• Numero edizione: 4
• Numero di pagine: 332
• Contatto del produttore: non disponibile
• Persona responsabile: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Germania