Tools for computational finance / Rudiger U. Seydel.
Material type:
TextSeries: UniversitextPublication details: London : Springer-Verlag, 2017.Edition: 6th edDescription: xxii, 486 pages : illustrations (some color) ; 24 cmISBN: - 9781447173373 (alk. paper)
- 332.015195 23 Se519
| 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 |
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No cover image available | No cover image available | ||
| 332.015195 C663 Financial markets and the real economy | 332.015195 G433 Mathematical finance : theory review and exercises : | 332.015195 R119 Financial econometrics | 332.015195 Se519 Tools for computational finance / | 332.015195 Z82 Modeling financial time series with S-PLUS | 332.02 B674 Financial handbook | 332.02 P474 Foundations of money and banking |
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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