1 option
Tools for computational finance / Rüdiger U. Seydel.
LIBRA HG106 .S49 2006
Available from offsite location
- Format:
- Book
- Author/Creator:
- Seydel, R. (Rüdiger), 1947-
- Series:
- Universitext
- Language:
- English
- Subjects (All):
- Finance--Mathematical models.
- Finance.
- Physical Description:
- xix, 299 pages : illustrations ; 24 cm.
- Edition:
- Third edition.
- Place of Publication:
- Berlin ; New York : Springer, [2006]
- Contents:
- 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.
- Notes:
- Includes bibliographical references (pages [283]-292) and index.
- ISBN:
- 3540279237
- OCLC:
- 68956281
- Publisher Number:
- 9783540279235
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