Tools for Computational Finance

• Main Author: Seydel, Rüdiger U. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: London : Springer London : Imprint: Springer, 2017.
• Edition: 6th ed. 2017.
• Series: Universitext,
• Subjects: 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...