TOOLS FOR COMPUTATIONAL FINANCE torrent

Author: Rdiger U. Seydel
Edition: 5
Publication Date: 2012
Publisher: Springer
ISBN-10: 144712992X
ISBN-13: 9781447129929, 9781447129936
Pages: 448
Format: pdf
Size: 6.2M

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* Provides exercises at the end of each chapter that range from simple tasks to more challenging projects * Covers on an introductory level the very important issue of computational aspects of derivative pricing * People with a background of stochastics, numerics, and derivative pricing will gain an immediate profit Computational and numerical methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering. By concentrating on the field of option pricing, a core task of financial engineering and risk analysis, this book explores a wide range of computational tools in a coherent and focused manner and will be of use to the entire field of computational finance. Starting with an introductory chapter that presents the financial and stochastic background, the remainder of the book goes on to detail computational methods using both stochastic and deterministic approaches.

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