Tools For Computational Finance 4th Edition at Meripustak

Tools For Computational Finance 4th Edition

Books from same Author: Rüdiger U Seydel

Books from same Publisher: SPRINGER

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  • General Information  
    Author(s)Rüdiger U Seydel
    PublisherSPRINGER
    Edition4th Edition
    ISBN9783540929284
    Pages360
    BindingSoftbound
    LanguageEnglish
    Publish YearApril 2009

    Description

    SPRINGER Tools For Computational Finance 4th Edition by Rüdiger U Seydel

    Tools for Computational Finance offers a clear explanation of computational issues arising in financial mathematics. The new third edition is thoroughly revised and significantly extended, including an extensive new section on analytic methods, focused mainly on interpolation approach and quadratic approximation. Other new material is 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, and expanded background material make this guide a real must-to-have for everyone working in the world of financial engineering.