Tools for computational finance
by Rüdiger Seydel
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"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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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 5 featured editions. View all 13 editions?
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1
Tools for Computational Finance
2012, Springer London
electronic resource /
in English
- 5th ed. 2012.
1447129938 9781447129936
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2
Tools for Computational Finance
2009, Springer-Verlag Berlin Heidelberg
electronic resource /
in English
3540929282 9783540929284
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3
Tools for Computational Finance (Universitext)
May 11, 2006, Springer
Paperback
in English
- 3rd ed. edition
3540279237 9783540279235
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4
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5
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Book Details
Edition Notes
Includes bibliographical references (p. [227]-234) and index.
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| September 10, 2024 | Edited by MARC Bot | import existing book |
| December 30, 2023 | Edited by Tom Morris | Merge works |
| July 7, 2019 | Edited by MARC Bot | import existing book |
| April 28, 2010 | Edited by Open Library Bot | Linked existing covers to the work. |
| December 10, 2009 | Created by WorkBot | add works page |