A workout in computational finance /

A comprehensive introduction to various numerical methods used in computational finance today Quantitative skills are a prerequisite for anyone working in finance or beginning a career in the field, as well as risk managers. A thorough grounding in numerical methods is necessary, as is the ability t...

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Bibliographic Details
Main Author: Aichinger, Michael, 1979-
Other Authors: Binder, Andreas, 1964-
Format: eBook
Language:English
Published: Chichester, West Sussex, United Kingdom : Wiley, [2013]
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary:A comprehensive introduction to various numerical methods used in computational finance today Quantitative skills are a prerequisite for anyone working in finance or beginning a career in the field, as well as risk managers. A thorough grounding in numerical methods is necessary, as is the ability to assess their quality, advantages, and limitations. This book offers a thorough introduction to each method, revealing the numerical traps that practitioners frequently fall into. Each method is referenced with practical, real-world examples in the areas of valuation, risk analysis, and ca.
Physical Description:1 online resource
Bibliography:Includes bibliographical references and index.
ISBN:9781119973492
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1119973511
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1119971918
9781119971917