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HASH : a445865a0ec1b12e3cb13db79a8a810d
La langue: Anglais/Franc
Note moyenne : 4.56/51 (sur 12 notes)
Résumé :
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,... moretools for computational finance offers a clear explanation of computational issues arising in

Tools for computational finance (universitext) by seydel riger (2012) paperback a été finaliste du... >Voir plus
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Critiques, Analyses et Avis (29)
sarahauger
computational and numerical methods are used in a number of ways across the field of finance. it is the aim of this book to explain how such methods work in financial engineering. by concentrating on the field of option pricing, a core task of financial engineering and risk analysis, this book explores a wide range of computational tools in a coherent and focused manner and will be of use to anyone working in computational finance. starting with an introductory chapter that presents the financial and stochastic background, the book goes on to detail computational methods using both stochastic and deterministic approaches.
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sarahauger
computational and numerical methods are used in a number of ways across the field of finance. it is the aim of this book to explain how such methods work in financial engineering. by concentrating on the field of option pricing, a core task of financial engineering and risk analysis, this book explores a wide range of computational tools in a coherent and focused manner and will be of use to anyone working in computational finance. starting with an introductory chapter that presents the financial and stochastic background, the book goes on to detail computational methods using both stochastic and deterministic approaches.
+ Lire la suite
sarahauger
1 modeling tools for financial options.- 2 generating random numbers with specified distributions.- 3 monte carlo simulation with stochastic differential equations.- 4 standard methods for standard options.- 5 finite-element methods.- 6 pricing of exotic options.- 7 beyond black and scholes.- a financial derivatives.- b stochastic tools.- c numerical methods.- d extended tree methods.- e complementary material.- references.- index.
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