Tools for Computational Finance PDF
314 Pages·2006·3.84 MB·English
Most books are stored in the elastic cloud where traffic is expensive. For this reason, we have a limit on daily download.
Preview Tools for Computational Finance
Description:
This book is very easy to read and one can gain a quick snapshot of computational issues arising in financial mathematics. Researchers or students of the mathematical sciences with an interest in finance will find this book a very helpful and gentle guide to the world of financial engineering. SIAM review (46, 2004). The third edition is thoroughly revised and significantly extended. The largest addition is a new section on analytic methods with main focus on interpolation approach and quadratic approximation. New sections and subsections are among others devoted to risk-neutrality, early-exercise curves, multidimensional Black-Scholes models, the integral representation of options and the derivation of the Black-Scholes equation. New figures, more exercises, more background material make this guide to the world of financial engineering a real must-to-have for everyone working in FE.
See more
The list of books you might like
Most books are stored in the elastic cloud where traffic is expensive. For this reason, we have a limit on daily download.
