Tools for Computational Finance

• Main Author: Seydel, Rüdiger U. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
• Series: Universitext
• Subjects: Finance.; Applied mathematics.; Engineering mathematics.; Economics, Mathematical.; Numerical analysis.; Public finance.; Economics.; Public Economics.; Applications of Mathematics.; Quantitative Finance.; Numerical Analysis.; Finance, general.

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...

Table of Contents:

• 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.