Seydel, R. 1947-
Tools for computational finance [electronic resource] / Rüdiger U. Seydel. - 4th ed. - Berlin : Springer, c2009. - 1 online resource (xxi, 332 p.) : ill. - Universitext . - Universitext. .
Includes bibliographical references (p. 311-323) and index.
Modeling tools for financial options -- Generating random numbers with specified distributions -- Monte Carlo simulation with stochastic differential equations -- Standard methods for standard options -- Finite-element methods -- Pricing of exotic options -- Appendices.
9783540929291 (ebk.) 3540929290 (ebk.) 3540929282 9783540929284
Finance--Mathematical models.
Electronic books.
332.01/5195
Tools for computational finance [electronic resource] / Rüdiger U. Seydel. - 4th ed. - Berlin : Springer, c2009. - 1 online resource (xxi, 332 p.) : ill. - Universitext . - Universitext. .
Includes bibliographical references (p. 311-323) and index.
Modeling tools for financial options -- Generating random numbers with specified distributions -- Monte Carlo simulation with stochastic differential equations -- Standard methods for standard options -- Finite-element methods -- Pricing of exotic options -- Appendices.
9783540929291 (ebk.) 3540929290 (ebk.) 3540929282 9783540929284
Finance--Mathematical models.
Electronic books.
332.01/5195