Tools for Computational Finance (eBook, PDF) - Seydel, Rüdiger U.
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  • Format: PDF

This easy-to-read book offers a snapshot of computational issues arising in financial mathematics. The new third edition is thoroughly revised and significantly extended. The largest addition is a new section on analytic methods, focused mainly on interpolation approach and quadratic approximation. New sections and subsections are devoted to risk-neutrality, early-exercise curves, multidimensional Black-Scholes models, the integral representation of options and the derivation of the Black-Scholes equation. New figures, numerous exercises, and the addition of more background material make this…mehr

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Produktbeschreibung
This easy-to-read book offers a snapshot of computational issues arising in financial mathematics. The new third edition is thoroughly revised and significantly extended. The largest addition is a new section on analytic methods, focused mainly on interpolation approach and quadratic approximation. New sections and subsections are devoted to risk-neutrality, early-exercise curves, multidimensional Black-Scholes models, the integral representation of options and the derivation of the Black-Scholes equation. New figures, numerous exercises, and the addition of more background material make this guide a real must-to-have for everyone working in the world of financial engineering.

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