Tools for Computational Finance (eBook, PDF)
PAYBACK Punkte
33 °P sammeln!
This easy-to-read book offers a snapshot of computational issues arising in financial mathematics. The new third edition is thoroughly revised and significantly extended. The largest addition is a new section on analytic methods, focused mainly on interpolation approach and quadratic approximation. New sections and subsections are 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, numerous exercises, and the addition of more background material make this ...
This easy-to-read book offers a snapshot of computational issues arising in financial mathematics. The new third edition is thoroughly revised and significantly extended. The largest addition is a new section on analytic methods, focused mainly on interpolation approach and quadratic approximation. New sections and subsections are 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, numerous exercises, and the addition of more background material make this guide a real must-to-have for everyone working in the world of financial engineering.
Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, B, BG, CY, CZ, D, DK, EW, E, FIN, F, GR, HR, H, IRL, I, LT, L, LR, M, NL, PL, P, R, S, SLO, SK ausgeliefert werden.
Andere Kunden interessierten sich für
