Tools for Computational Finance
Download or Read eBook Tools for Computational Finance PDF written by Rüdiger U. Seydel and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 256 pages. Available in PDF, EPUB and Kindle.
| Author | : Rüdiger U. Seydel |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 256 |
| Release | : 2013-06-29 |
| ISBN-10 | : 9783662225516 |
| ISBN-13 | : 3662225514 |
| Rating | : 4/5 (16 Downloads) |
Book Synopsis Tools for Computational Finance by : Rüdiger U. Seydel
Book excerpt: Tools for Computational Finance offers a clear explanation of computational issues arising in financial mathematics. The new third edition is thoroughly revised and significantly extended, including an extensive new section on analytic methods, focused mainly on interpolation approach and quadratic approximation. Other new material is devoted to risk-neutrality, early-exercise curves, multidimensional Black-Scholes models, the integral representation of options and the derivation of the Black-Scholes equation. New figures, more exercises, and expanded background material make this guide a real must-to-have for everyone working in the world of financial engineering.
