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Item Details
| Title:
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TOOLS FOR COMPUTATIONAL FINANCE
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| By: |
Rudiger U. Seydel |
| Format: |
Paperback |
| List price:
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£39.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3540929282 |
| ISBN 13: |
9783540929284 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
5 March, 2009 |
| Edition: |
4th Revised edition |
| Series: |
Universitext |
| Pages: |
360 |
| Description: |
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. |
| Synopsis: |
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. |
| Illustrations: |
1, black & white illustrations |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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