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