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Tools for computational finance [electronic resource] / Rüdiger U. Seydel.

By: Seydel, R. (Rudiger), 1947-.
Series: Universitext: Publisher: Berlin : Springer, c2009Edition: 4th ed.Description: 1 online resource (xxi, 332 p.) : ill.ISBN: 9783540929291 (ebk.); 3540929290 (ebk.); 3540929282; 9783540929284.Subject(s): Finance -- Mathematical modelsGenre/Form: Electronic books.Additional physical formats: Print version:: Tools for computational finance.DDC classification: 332.01/5195 Online resources: An electronic book accessible through the World Wide Web; click to view
Contents:
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.
Item type Current location Call number Status Notes Date due Barcode
Main Collection Taylor's Library - Perpetual(TU)
332.01/5195 (Browse shelf) e-book UNISA,19002,03,CL,PPT

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.

Description based on print version record.