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.