TY  - BOOK
AU  - Seydel,Rudiger U.
TI  - Tools for computational finance
T2  - Universitext
SN  - 9781447173373 (alk. paper)
U1  - 332.015195 23
PY  - 2017///
CY  - London
PB  - Springer-Verlag
KW  - Finance
KW  - Mathematical models
N1  - 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
N2  - 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
ER  -