ENGLISH

Tools for Computational Finance

By Rüdiger U. Seydel (auth.)

Book information

Publisher
Springer Berlin Heidelberg
Year
2009
ISBN
3540929282, 9783540929284, 9783540929291
DOI
10.1007/978-3-540-92929-1
Language
english
Format
PDF
Filesize
4 MB (4319636 bytes)
Series
Universitext
Edition
4
Pages
349\349
Library
torrents.ru tech collections 2009-11-14
Orientation
yes
Scanned
no
Time added
2010-02-18 13:16:04
Numerical Analysis; Quantitative Finance

Description

* Covers on an introductory level the very important issue of computational aspects of derivative pricing * People with a solid background of stochastics, numerics, and derivative pricing will gain an immediate profit 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.

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