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Tools for computational finance / Rudiger U. Seydel.

By: Material type: TextTextSeries: UniversitextPublication details: London : Springer-Verlag, 2017.Edition: 6th edDescription: xxii, 486 pages : illustrations (some color) ; 24 cmISBN:
  • 9781447173373 (alk. paper)
Subject(s): DDC classification:
  • 332.015195 23 Se519
Contents:
1. Modeling tools for financial options -- 2. Generating random numbers with specified distributions -- 3. Monte Carlo simulation with stochastic differential equations -- 4. Standard methods for standard options -- 5. Finite-element methods -- 6. Pricing of exotic options -- 7. Beyond black and scholes -- Appendices.
Summary: This book explores a wide range of computational tools in a coherent and focused manner and will be of use to anyone working in computational finance. Starting with an introductory chapter that presents the financial and stochastic background, the book goes on to detail computational methods using both stochastic and deterministic approaches.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 332.015195 Se519 (Browse shelf(Opens below)) Available 138288
Total holds: 0

includes bibliographical references and index.

1. Modeling tools for financial options --
2. Generating random numbers with specified distributions --
3. Monte Carlo simulation with stochastic differential equations --
4. Standard methods for standard options --
5. Finite-element methods --
6. Pricing of exotic options --
7. Beyond black and scholes --
Appendices.

This book explores a wide range of computational tools in a coherent and focused manner and will be of use to anyone working in computational finance. Starting with an introductory chapter that presents the financial and stochastic background, the book goes on to detail computational methods using both stochastic and deterministic approaches.

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