Rüdiger U. Seydel

Tools for Computational Finance (eBook, PDF)

• Format: PDF

Produktbeschreibung

Provides a broad understanding of practical techniques and algorithms

Ventures deep into the subject area while assuming only minimal background knowledge

Includes many exercises and numerous illustrations

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Produktdetails

• Verlag: Springer London
• Seitenzahl: 486
• Erscheinungstermin: 17. August 2017
• Englisch
• ISBN-13: 9781447173380
• Artikelnr.: 53058279

Autorenporträt

Rüdiger U. Seydel is professor emeritus of numerical analysis. He is the former head of a research group on computational finance at the University of Cologne. He also worked in bifurcation and dynamical systems.

Inhaltsangabe

1 Modeling Tools for Financial Options.- 2 Generating Random Numbers with Specified Distributions.- 3 Monte Carlo Simulation with Stochastic Differential Equations.- 4 Standard Methods for Standard Options.- 5 Finite-Element Methods.- 6 Pricing of Exotic Options.- 7 Beyond Black and Scholes.- A Financial Derivatives.- B Stochastic Tools.- C Numerical Methods.- D Extended Tree Methods.- E Complementary Material.- References.- Index.