资源名称：Tools for Computational Finance

作者：Rudiger U.Seydel

资源类别：书籍

资源大小：3.32MB

资源格式：pdf

资源页码：336

版本及语音：4th English Edition

资源简介：

• Covers on an introductory level the very important issue of computational aspects of derivative pricing
• People with a solid background of stochastics, numerics, and derivative pricing will gain an immediate profit

This book is very easy to read and one can gain a quick snapshot of computational issues arising in financial mathematics. Researchers or students of the mathematical sciences with an interest in finance will find this book a very helpful and gentle guide to the world of financial engineering. SIAM review (46, 2004).
The fourth edition is thoroughly revised and extended. Major revisions concern topics like calibration, Monte Carlo Methods, American options, exotic options and Algorithms for Bermuda Options.
New figures, more exercises, more background material make this guide to the world of financial engineering a real must-to-have for everyone working in FE.

Written for:
Students (Master and PhD) interested in computational aspects of mathematical finance; practitioners
Keywords:

• Black-Scholes-Equation
• Computational Finance
• Derivative pricing
• Exotic options
• Finite Elements
• Mathematical Finance
• Modeling tools
• Monte Carlo methods
• PDE methods
• Random number generation