|
| Der Artikel wird am Ende des Bestellprozesses zum Download zur Verfügung gestellt. |
Tools for Computational Finance
ISBN-13:
9783662225516
Veröffentl:
2013
Seiten:
244
Autor:
Rüdiger U. Seydel
Serie:
Universitext
eBook Typ:
PDF
eBook Format:
EPUB
Kopierschutz:
1 - PDF Watermark
Sprache:
Englisch
Beschreibung:
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.
1 Modeling Tools for Financial Options.- 2 Generating Random Numbers with Specified Distributions.- 3 Numerical Integration of Stochastic Differential Equations.- 4 Finite Differences and Standard Options.- 5 Finite-Element Methods.- 6 Pricing of Exotic Options.- Appendices.- A1 Financial Derivatives.- A2 Essentials of Stochastics.- A3 The Black-Scholes Equation.- A4 Numerical Methods.- A6 Function Spaces.- A7 Complementary Formula.- References.
Kunden Rezensionen
Mehr zum Thema
Folgen Sie uns auf:
