Financial Engineering with Finite Elements - Couverture rigide

Topper, Juergen

Couverture rigide

ISBN 10 : 0471486906 ISBN 13 : 9780471486909

Editeur : John Wiley & Sons Inc, 2005

Synopsis

The pricing of derivative instruments has always been a highly complex and time-consuming activity. Advances in technology, however, have enabled much quicker and more accurate pricing through mathematical rather than analytical models. In this book, the author bridges the divide between finance and mathematics by applying this proven mathematical technique to the financial markets. Utilising practical examples, the author systematically describes the processes involved in a manner accessible to those without a deep understanding of mathematics.
* Explains little understood techniques that will assist in the accurate more speedy pricing of options
* Centres on the practical application of these useful techniques
* Offers a detailed and comprehensive account of the methods involved and is the first to explore the application of these particular techniques to the financial markets

A propos du livre

À propos de l?auteur

JÜRGEN TOPPER is a Manager of d-fine GmbH, Frankfurt, a company that specialises in financial and commodity risk consulting. Prior to this, he worked for the financial risk management consulting division of Arthur Andersen since 1997.

Détails de l'édition

• Éditeur: John Wiley & Sons Inc
• Date d'édition: 2005
• Langue: anglais
• ISBN 10: 0471486906
• ISBN 13: 9780471486909
• Reliure: Relié
• Nombre de pages: 378
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible