Tools for computational finance
Computational and numerical methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering. By concentrating on the field of option pricing, a core task of financial engineering and risk analysis, this book explo...
محفوظ في:
| المؤلف الرئيسي: | |
|---|---|
| التنسيق: | Livre numérique |
| اللغة: | Anglais |
| منشور في: |
London :
Springer London
2012.
Cham : Springer Nature |
| سلاسل: | Universitext
|
| الموضوعات: | |
| الوصول للمادة أونلاين: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| ملاحظة: |
Titre provenant de l'écran-titre 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 U. Seydel, 5th ed., London, Springer, 2012, 1 vol. (XVII-429 p.), Universitext, 978-1-4471-2992-9 |
جدول المحتويات:
- Modeling Tools for Financial Options Generating Random Numbers with Specified Distributions Monte Carlo Simulation with Stochastic Differential Equations Standard Methods for Standard Options Finite-Element Methods Pricing of Exotic Options Beyond Black and Scholes