Tools for Computational Finance - Couverture souple

Seydel, Rudiger

Couverture souple

ISBN 10 : 354043609X ISBN 13 : 9783540436096

Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 2002

Synopsis

This text is a practical introduction to computational finance, formulating methods and algorithms that can be implemented and used. The first part presents the 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. 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.

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: 2002
• Langue: anglais
• ISBN 10: 354043609X
• ISBN 13: 9783540436096
• Reliure: Broché
• Nombre de pages: 228
• 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