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: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.
• Θέματα: Mathematics.; Economics, Mathematical.; Numerical analysis.; Quantitative Finance.; Numerical Analysis.

Basic principles underlying the transactions of ?nancial markets are tied to probability and statistics. Accordingly it is natural that books devoted to mathematical ?nance are dominated by stochastic methods. Only in recent years, spurred by the enormous economical success of ?nancial derivatives,...

Πίνακας περιεχομένων:

• Modeling Tools for Financial Options
• Generating Random Numbers with Specified Distributions
• Simulation with Stochastic Differential Equations
• Standard Methods for Standard Options
• Finite-Element Methods
• Pricing of Exotic Options.