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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| Autor Corporativo: | |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
2006.
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| Colección: | Springer eBooks.
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| 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.
