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Tools for computational finance / Rudiger U. Seydel.

By: Seydel, Rudiger U.
Material type: materialTypeLabelBookSeries: Universitext.Copyright date: New York : Springer, 2012Edition: Fifth edition.Description: xvii, 429 pages 23 cm.ISBN: 9781447129929 .Subject(s): Finance -- Mathematical models | Finanzas -- Modelos matemáticos | Numerical analysis | Análisis numérico | Economics, Mathematical | Economía matemáticaDDC classification: 332.015195
Partial contents:
Modeling Tools for Financial Options -- Generating Random Numbers with Specified Distributions -- Monte Carlo Simulation with Stochastic Differential Equations -- Standard Methods for Standard Options -- Finite-Element Methods -- Pricing of Exotic Options -- Beyond Black and Scholes
Abstract: The disciplines of financial engineering and numerical computation differ greatly, however computational methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering; specifically the use of numerical methods as tools for computational finance.
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Libro académico Libro académico Biblioteca del Campus
332.015195 S519t 2012 (Browse shelf) Ej. 1 Available
Libro académico Libro académico Biblioteca del Campus
332.015195 S519t 2012 (Browse shelf) Ej. 2 Available
Libro académico Libro académico Biblioteca del Campus
332.015195 S519t 2012 (Browse shelf) Ej. 3 Available
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Modeling Tools for Financial Options -- Generating Random Numbers with Specified Distributions -- Monte Carlo Simulation with Stochastic Differential Equations -- Standard Methods for Standard Options -- Finite-Element Methods -- Pricing of Exotic Options -- Beyond Black and Scholes

The disciplines of financial engineering and numerical computation differ greatly, however computational methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering; specifically the use of numerical methods as tools for computational finance.

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