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,...
Salvato in:
| Autore principale: | |
|---|---|
| Natura: | Livre numérique |
| Lingua: | Anglais |
| Pubblicazione: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Springer e-books
[20..].
Cham : Springer Nature |
| Edizione: | 3ed edition. |
| Soggetti: | |
| Accesso online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Description d'après consultation du 29 avril 2011 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Tools for computational finance, Rüdiger Seydel, Third edition, Berlin, Springer, 2006, 1 vol. (XIX-299 p.), Universitext, 3-540-27923-7 |
Sommario:
- 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