Tools for Computational Finance - Couverture souple

Seydel, Rüdiger

Couverture souple

ISBN 10 : 3540279237 ISBN 13 : 9783540279235

Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 2006

Synopsis

"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 third edition is thoroughly revised and significantly extended. The largest addition is a new section on analytic methods with main focus on interpolation approach and quadratic approximation. New sections and subsections are among others devoted to risk-neutrality, early-exercise curves, multidimensional Black-Scholes models, the integral representation of options, and the derivation of the Black-Scholes equation. 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.

A propos du livre

Présentation de l'éditeur

This book covers basic computational issues arising in financial mathematics. This edition offers major revisions around such topics as calibration, Monte Carlo Methods, American options, and exotic options. It includes new figures and more exercises.

Détails de l'édition

• Éditeur: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
• Date d'édition: 2006
• Langue: anglais
• ISBN 10: 3540279237
• ISBN 13: 9783540279235
• Reliure: Broché
• Numéro d'édition: 3
• Nombre de pages: 323
• Coordonnées du fabricant: non disponible
• Personne responsable: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Allemagne