1 option
Tools for computational finance / Rüdiger U. Seydel.
LIBRA HG106 .S49 2012
Available from offsite location
- Format:
- Book
- Author/Creator:
- Seydel, R. (Rüdiger), 1947-
- Series:
- Universitext
- Universitext, 0172-5939
- Language:
- English
- Subjects (All):
- Finance--Mathematical models.
- Finance.
- Physical Description:
- xvii, 429 pages : illustrations ; 24 cm.
- Edition:
- Fifth edition.
- Place of Publication:
- Berlin ; New York : Springer, [2012]
- Contents:
- Modeling tools for financial options
- Generating random numbers with specified distributions
- Monte Carlo simulation with stochastic differential equations
- Standard methods for standard options
- Finite-element methods
- Pricing of exotic options
- Beyond black and scholes.
- Notes:
- Includes bibliographical references (pages 403-419) and index.
- ISBN:
- 9781447129929
- 144712992X
- OCLC:
- 794941611
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