Online Public Access Catalogue (OPAC)
Library,Documentation and Information Science Division

“A research journal serves that narrow

borderland which separates the known from the unknown”

-P.C.Mahalanobis


Tools for computational finance /



xxii, 486 pages : illustrations (some color) ; 24 cm. - (Universitext ) Content notes : 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.

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