Tools for Computational Finance (Universitext) - Tapa blanda

Seydel, Rudiger U.

 
9783540929284: Tools for Computational Finance (Universitext)
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ISBN 10: 3540929282 ISBN 13: 9783540929284
Editorial: Springer Verlag, 2009

Sinopsis

Tools for Computational Finance offers a clear explanation of computational issues arising in financial mathematics. The new third edition is thoroughly revised and significantly extended, including an extensive new section on analytic methods, focused mainly on interpolation approach and quadratic approximation. Other new material is 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, and expanded background material make this guide a real must-to-have for everyone working in the world of financial engineering.

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De la contraportada

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 fourth edition is thoroughly revised and extended. Major revisions concern topics like calibration, Monte Carlo Methods, American options, exotic options and Algorithms for Bermuda Options. 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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer Verlag
Año de publicación
2009
Idioma
Inglés
ISBN 10 
3540929282
ISBN 13 
9783540929284
Encuadernación
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Número de edición
4
Número de páginas
360
Contacto del fabricante
no disponible
Persona responsable
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

Friedrich-Karl-Str. 9
Hamburg
Alemania

Otras ediciones populares con el mismo título

9783540939320: Tools for Computational Finance

Edición Destacada

ISBN 10:  3540939326 ISBN 13:  9783540939320
Editorial: Springer, 2009
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