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02587nam a22005295i 4500 |
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978-3-540-92929-1 |
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DE-He213 |
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20151204172642.0 |
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cr nn 008mamaa |
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100301s2009 gw | s |||| 0|eng d |
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|a 9783540929291
|9 978-3-540-92929-1
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|a 10.1007/978-3-540-92929-1
|2 doi
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|d GrThAP
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|a HJ9-9940
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|a KFFD
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|a BUS051000
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|a 336
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|a Seydel, Rüdiger U.
|e author.
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|a Tools for Computational Finance
|h [electronic resource] /
|c by Rüdiger U. Seydel.
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| 264 |
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|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg,
|c 2009.
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| 300 |
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|a XXI, 336 p. 85 illus.
|b online resource.
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
|2 rdacarrier
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|a text file
|b PDF
|2 rda
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|a Universitext
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|a Modeling Toole for Financial Options -- Generating Random Numbers with Specified Distribution -- Monte Carlo Simulation with Stochastic Differential Equations -- Standard Methods for Standard Options -- Finite Element Methods -- Pricing of Exotic Options.
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|a This book is very easy to read and one can gain a quick snapshot of computational issues arising in financial mathematics. Researchers or students of the mathematical sciences with an interest in finance will find this book a very helpful and gentle guide to the world of financial engineering. SIAM review (46, 2004). The fourth edition is thoroughly revised and extended. Major revisions concern topics like calibration, Monte Carlo Methods, American options, exotic options and Algorithms for Bermuda Options. New figures, more exercises, more background material make this guide to the world of financial engineering a real must-to-have for everyone working in FE.
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|a Finance.
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| 650 |
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|a Applied mathematics.
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| 650 |
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|a Engineering mathematics.
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| 650 |
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|a Economics, Mathematical.
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| 650 |
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|a Numerical analysis.
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| 650 |
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|a Public finance.
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| 650 |
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4 |
|a Economics.
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| 650 |
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4 |
|a Public Economics.
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| 650 |
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4 |
|a Applications of Mathematics.
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| 650 |
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4 |
|a Quantitative Finance.
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| 650 |
2 |
4 |
|a Numerical Analysis.
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| 650 |
2 |
4 |
|a Finance, general.
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| 710 |
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|a SpringerLink (Online service)
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|t Springer eBooks
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|i Printed edition:
|z 9783540929284
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| 830 |
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|a Universitext
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|u http://dx.doi.org/10.1007/978-3-540-92929-1
|z Full Text via HEAL-Link
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| 912 |
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|a ZDB-2-SMA
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| 950 |
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|a Mathematics and Statistics (Springer-11649)
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