Tools for Computational Finance

  • Rüdiger U. Seydel

Part of the Universitext book series (UTX)

Table of contents

  1. Front Matter
    Pages 1-16
  2. Rüdiger U. Seydel
    Pages 1-68
  3. Rüdiger U. Seydel
    Pages 1-61
  4. Rüdiger U. Seydel
    Pages 1-32
  5. Rüdiger U. Seydel
    Pages 1-30
  6. Back Matter
    Pages 1-70

About this book

Introduction

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 fourth edition is thoroughly revised and extended. Major revisions concern topics like calibration, Monte Carlo Methods, American options, exotic options and Algorithms for Bermuda Options.

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.

Keywords

Black-Scholes-Equation Computational Finance Derivative pricing Exotic options Finite Elements Mathematical Finance Modeling tools Monte Carlo method Monte Carlo methods PDE methods Random number generation algorithms linear optimization

Authors and affiliations

  • Rüdiger U. Seydel

There are no affiliations available

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-540-92929-1
  • Copyright Information Springer-Verlag Berlin Heidelberg 2009
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-540-92928-4
  • Online ISBN 978-3-540-92929-1
  • About this book
Industry Sectors
Engineering
Finance, Business & Banking