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Download Tools for Computational Finance by Rüdiger U. Seydel in PDF format completely FREE. No registration required, no payment needed. Get instant access to this valuable resource on PDFdrive.to!
About Tools for Computational Finance
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.
Detailed Information
| Author: | Rüdiger U. Seydel |
|---|---|
| Publication Year: | 2006 |
| ISBN: | 9783540279266 |
| Pages: | 314 |
| Language: | English |
| File Size: | 3.84 |
| Format: | |
| Price: | FREE |
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