Tools for computational finance. (2017)

• Record Type: Book
• Further Information: Note: Rüdiger U. Seydel.
• Authors: Seydel, R (Rüdiger), 1947-
• Contents: 1 Modeling Tools for Financial Options -- 2 Generating Random Numbers with Specified Distributions -- 3 Monte Carlo Simulation with Stochastic Differential Equations -- 4 Standard Methods for Standard Options -- 5 Finite-Element Methods -- 6 Pricing of Exotic Options -- 7 Beyond Black and Scholes -- A Financial Derivatives -- B Stochastic Tools -- C Numerical Methods -- D Extended Tree Methods -- E Complementary Material -- References -- Index.
• Edition: Sixth edition
• Publisher Details: London, United Kingdom : Springer
• Publication Date: 2017
• Extent: 1 online resource (xxii, 486 pages), illustrations (some color)
• Subjects: 330.01/5118; Mathematics; Finance -- Mathematical models; Finance -- Mathematical models; Mathematics; Quantitative Finance; Computational Science and Engineering; Economic Theory/Quantitative Economics/Mathematical Methods; Computers -- Computer Science; Business & Economics -- Economics -- Theory; Maths for scientists; Economic theory & philosophy; Finance; Computer science; Economic theory; Mathematics -- Applied; Finance & accounting; Electronic books
• Languages: English
• ISBNs: 9781447173380; 1447173384
• Related ISBNs: 9781447173373; 1447173376
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (SpringerLink, viewed August 24, 2017).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.