Tools for computational finance
by Rüdiger Seydel
- 3 Want to read
"This book provides a practical introduction to Computational Finance, formulating methods and algorithms that can be implemented and used. The first part presents basic features of options and mathematical models and the foundations of simulation methods such as Monte Carlo methods. The main topic of the book is the valuation of options based on the partial differential equations and inequalities of Black and Scholes. Basic approaches of finite-difference and finite-element methods are explained. The book is written in a vivid concise style, with a minimum of formalism and focussing on readability. Numerous figures and many examples illustrate the concepts. An extensive appendix provides additional material for readers with little background in finance, stochastics, or computational methods."--Jacket.
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Previews available in: English
Subjects
Mathematical models, Finance, Financieel management, Modèles mathématiques, Portfolio-theorie, Optionspreistheorie, Computational statistics, Monte Carlo-methode, Algoritmen, Black-Scholes-Modell, Finances, Mathematics, Numerical analysis, Finance, mathematical models, BUSINESS & ECONOMICS, Quantitative Finance, Financial engineeringShowing 3 featured editions. View all 13 editions?
| Edition | Availability |
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1
Tools for Computational Finance
2009, Springer-Verlag Berlin Heidelberg
electronic resource /
in English
3540929282 9783540929284
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2
Tools for Computational Finance (Universitext)
May 11, 2006, Springer
Paperback
in English
- 3rd ed. edition
3540279237 9783540279235
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3
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Book Details
Edition Notes
Includes bibliographical references (p. [227]-234) and index.
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- Created October 22, 2008
- 8 revisions
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| September 29, 2024 | Edited by MARC Bot | import existing book |
| January 14, 2023 | Edited by ImportBot | import existing book |
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| November 1, 2021 | Edited by ImportBot | import existing book |
| October 22, 2008 | Created by ImportBot | Imported from University of Toronto MARC record |