Tools for Computational Finance
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,...
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| Format: | Electronic eBook |
| Language: | English |
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Berlin, Heidelberg :
Springer Berlin Heidelberg,
2006.
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| Online Access: | Full Text via HEAL-Link |
Table of Contents:
- 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.
