Tools for Computational Finance
ISBN: 3540929282
Category: Business
Tag: Business & Investing
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Rüdiger U. Seydel "Tools for Computational Finance"
Springer | 2009-04-01 | ISBN: 3540929282 | 336 pages | PDF | 3,3 MB
Springer | 2009-04-01 | ISBN: 3540929282 | 336 pages | PDF | 3,3 MB
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.
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.
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