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Now in its sixth edition, Tools for Computational Finance has been significantly revised and contains:
Several new parts such as a section on extended applications of tree methods, including multidimensional trees, trinomial trees, and the handling of dividends;
Additional material in the field of generating normal variates with acceptance-rejection methods, and on Monte Carlo methods;
115 exercises, and more than 100 figures, many in color.
Written from the perspective of an applied mathematician, all methods are introduced for immediate and straightforward application. A ¿learning by calculating¿ approach is adopted throughout this book, enabling readers to explore several areas of the financial world.
Interdisciplinary in nature, this book will appeal to advanced undergraduate and graduate students in mathematics, engineering, and other scientific disciplines as well as professionals in financial engineering.
Now in its sixth edition, Tools for Computational Finance has been significantly revised and contains:
Several new parts such as a section on extended applications of tree methods, including multidimensional trees, trinomial trees, and the handling of dividends;
Additional material in the field of generating normal variates with acceptance-rejection methods, and on Monte Carlo methods;
115 exercises, and more than 100 figures, many in color.
Written from the perspective of an applied mathematician, all methods are introduced for immediate and straightforward application. A ¿learning by calculating¿ approach is adopted throughout this book, enabling readers to explore several areas of the financial world.
Interdisciplinary in nature, this book will appeal to advanced undergraduate and graduate students in mathematics, engineering, and other scientific disciplines as well as professionals in financial engineering.
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.
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
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.
| Erscheinungsjahr: | 2017 |
|---|---|
| Fachbereich: | Volkswirtschaft |
| Genre: | Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Taschenbuch |
| Reihe: | Universitext |
| Inhalt: |
xxii
486 S. 59 s/w Illustr. 50 farbige Illustr. 486 p. 109 illus. 50 illus. in color. |
| ISBN-13: | 9781447173373 |
| ISBN-10: | 1447173376 |
| Sprache: | Englisch |
| Herstellernummer: | 978-1-4471-7337-3 |
| Ausstattung / Beilage: | Paperback |
| Einband: | Kartoniert / Broschiert |
| Autor: | Seydel, Rüdiger U. |
| Auflage: | 6th ed. 2017 |
| Hersteller: |
Springer London
Springer-Verlag London Ltd. Universitext |
| Maße: | 235 x 155 x 28 mm |
| Von/Mit: | Rüdiger U. Seydel |
| Erscheinungsdatum: | 29.08.2017 |
| Gewicht: | 0,762 kg |
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.
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
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.
| Erscheinungsjahr: | 2017 |
|---|---|
| Fachbereich: | Volkswirtschaft |
| Genre: | Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Taschenbuch |
| Reihe: | Universitext |
| Inhalt: |
xxii
486 S. 59 s/w Illustr. 50 farbige Illustr. 486 p. 109 illus. 50 illus. in color. |
| ISBN-13: | 9781447173373 |
| ISBN-10: | 1447173376 |
| Sprache: | Englisch |
| Herstellernummer: | 978-1-4471-7337-3 |
| Ausstattung / Beilage: | Paperback |
| Einband: | Kartoniert / Broschiert |
| Autor: | Seydel, Rüdiger U. |
| Auflage: | 6th ed. 2017 |
| Hersteller: |
Springer London
Springer-Verlag London Ltd. Universitext |
| Maße: | 235 x 155 x 28 mm |
| Von/Mit: | Rüdiger U. Seydel |
| Erscheinungsdatum: | 29.08.2017 |
| Gewicht: | 0,762 kg |
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