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Item Details
| Title:
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TOOLS FOR COMPUTATIONAL FINANCE
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| By: |
Rudiger U. Seydel |
| Format: |
Paperback |
| List price:
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£33.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3540279237 |
| ISBN 13: |
9783540279235 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
10 April, 2006 |
| Edition: |
3rd Revised edition |
| Series: |
Universitext |
| Pages: |
323 |
| Description: |
Offers a snapshot of computational issues arising in financial mathematics. This book includes a section on analytic methods, focused mainly on interpolation approach and quadratic approximation. It also covers risk-neutrality, early-exercise curves, multidimensional Black-Scholes models, among other topics. |
| Synopsis: |
"This book is very easy to read and one can gain a quick snapshot of computational issues arising in financial mathematics. Researchers or students of the mathematical sciences with an interest in finance will find this book a very helpful and gentle guide to the world of financial engineering." - "SIAM review" (46, 2004). The third edition is thoroughly revised and significantly extended. The largest addition is a new section on analytic methods with main focus on interpolation approach and quadratic approximation. New sections and subsections are among others devoted to risk-neutrality, early-exercise curves, multidimensional Black-Scholes models, the integral representation of options, and the derivation of the Black-Scholes equation. New figures, more exercises, more background material make this guide to the world of financial engineering a real must-to-have for everyone working in FE. |
| Illustrations: |
75 black & white illustrations, 6 black & white tables, 37 black & white |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Non-returnable |
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