| 書目名稱 | Tools for Computational Finance |
| 編輯 | Rüdiger U. Seydel |
| 視頻video | http://file.papertrans.cn/926/925964/925964.mp4 |
| 概述 | Covers on an introductory level the very important issue of computational aspects of derivative pricing.People with a solid background of stochastics, numerics and derivative pricing will gain an imme |
| 叢書名稱 | Universitext |
| 圖書封面 |  |
| 描述 | Basic principles underlying the transactions of ?nancial markets are tied to probability and statistics. Accordingly it is natural that books devoted to mathematical ?nance are dominated by stochastic methods. Only in recent years, spurred by the enormous economical success of ?nancial derivatives, a need for sophisticated computational technology has developed. For - ample, to price an American put, quantitative analysts have asked for the numerical solution of a free-boundary partial di?erential equation. Fast and accurate numerical algorithms have become essential tools to price ?nancial derivatives and to manage portfolio risks. The required methods aggregate to the new ?eld of Computational Finance. This discipline still has an aura of mysteriousness; the ?rst specialists were sometimes called rocket scientists. So far, the emerging ?eld of computational ?nance has hardly been discussed in the mathematical ?nance literature. This book attempts to ?ll the gap. Basic principles of computational ?nance are introduced in a monograph with textbook character. The book is divided into four parts, arranged in six chapters and seven appendices. The general organization is Part I (Chapt |
| 出版日期 | Textbook 20063rd edition |
| 關鍵詞 | Approximation; Black-Scholes-Equation; Black/Scholes; Computational Finance; Derivative pricing; Exotic o |
| 版次 | 3 |
| doi | https://doi.org/10.1007/3-540-27926-1 |
| isbn_ebook | 978-3-540-27926-6Series ISSN 0172-5939 Series E-ISSN 2191-6675 |
| issn_series | 0172-5939 |
| copyright | Springer-Verlag Berlin Heidelberg 2006 |
|Archiver|手機版|小黑屋|
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