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.