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,...

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Detalles Bibliográficos
Autor principal: Seydel, Rüdiger U. (-)
Autor Corporativo: SpringerLink (-)
Formato: Libro electrónico
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg 2006.
Colección:Springer eBooks.
Acceso en línea:Conectar con la versión electrónica
Ver en Universidad de Navarra:https://innopac.unav.es/record=b3274349x*spi
Tabla de Contenidos:
  • 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.