Research Catalog

Tools for computational finance

Title
Tools for computational finance / Rüdiger Seydel.
Author
Seydel, R. (Rüdiger), 1947-
Publication
Berlin ; New York : Springer, ©2004.

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Book/TextUse in library HG106 .S49 2004Off-site

Details

Description
xvi, 240 pages : illustrations; 24 cm.
Series Statement
Universitext
Uniform Title
Universitext.
Subject
  • Finance > Mathematical models
  • Financieel management
  • Wiskundige methoden
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