Tools for computational finance / Rudiger U. Seydel.
By: Seydel, Rudiger U
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Material type: 
BookSeries: 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 | Item type | Current location | Call number | Copy number | Status | Date due | Item holds |
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Libro académico
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Biblioteca del Campus | 332.015195 S519t 2012 (Browse shelf) | Ej. 1 | Available | ||
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Libro académico
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Biblioteca del Campus | 332.015195 S519t 2012 (Browse shelf) | Ej. 2 | Available | ||
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Libro académico
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Biblioteca del Campus | 332.015195 S519t 2012 (Browse shelf) | Ej. 3 | Available |
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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