Research Catalog
Tools for computational finance
- Title
- Tools for computational finance / Rüdiger Seydel.
- Author
- Seydel, R. (Rüdiger), 1947-
- Publication
- Berlin ; New York : Springer, ©2004.
Items in the Library & Off-site
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1 Item
Status | Format | Access | Call Number | Item Location |
---|---|---|---|---|
Book/Text | Use in library | HG106 .S49 2004 | Off-site |
Details
- Description
- xvi, 240 pages : illustrations; 24 cm.
- Series Statement
- Universitext
- Uniform Title
- Universitext.
- Subject
- Bibliography (note)
- Includes bibliographical references (p. [227]-234) and index.
- Contents
- Modeling tools for financial options -- Generating random numbers with specified distributions -- Numerical integration of stochastic differential equations -- Finite differences and standard options -- Finite-element methods -- Pricing of exotic options.
- ISBN
- 3540406042
- 9783540406044
- LCCN
- 2004271591
- OCLC
- ocm53291172
- 53291172
- SCSB-1343781
- Owning Institutions
- Princeton University Library