Tools for Computational Finance

• Κύριος συγγραφέας: Seydel, Rüdiger U. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: London : Springer London : Imprint: Springer, 2017.
• Έκδοση: 6th ed. 2017.
• Σειρά: Universitext,
• Θέματα: Mathematics.; Economics, Mathematical.; Computer mathematics.; Economic theory.; Quantitative Finance.; Computational Science and Engineering.; Economic Theory/Quantitative Economics/Mathematical Methods.

Computational and numerical methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering. By concentrating on the field of option pricing, a core task of financial engineering and risk analysis, this book explo...

Πίνακας περιεχομένων:

• 1 Modeling Tools for Financial Options
• 2 Generating Random Numbers with Specified Distributions
• 3 Monte Carlo Simulation with Stochastic Differential Equations
• 4 Standard Methods for Standard Options
• 5 Finite-Element Methods
• 6 Pricing of Exotic Options
• 7 Beyond Black and Scholes
• A Financial Derivatives
• B Stochastic Tools
• C Numerical Methods
• D Extended Tree Methods
• E Complementary Material
• References
• Index.