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Tools for computational finance /

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Bibliographic Details
Main Author: Seydel, R. (Rüdiger), 1947- (Author)
Format: Book
Language:English
Published: Berlin ; New York : Springer, [2004]
Edition:2nd ed.
Series:Universitext.
Subjects:
Finance > Mathematical models.
Finances > Modèles mathématiques.
Financieel management.
Wiskundige methoden.
Online Access:Table of contents
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Table of Contents:
  • Modeling tools for financial options
  • Generating random numbers with specified distributions
  • Numerical integration of stochastic differential equations
  • Finite differences and standard options
  • Finite-element methods
  • Pricing of exotic options.