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...
| Autor principal: | |
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| Autor Corporativo: | |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
London :
Springer London
2017.
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| Edición: | 6th ed |
| Colección: | Universitext.
Springer eBooks. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b35687575*spi |
Tabla de Contenidos:
- 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.
