Tools for Computational Finance
Basic principles underlying the transactions of financial markets are tied to probability and statistics. Accordingly it is natural that books devoted to mathematical finance are dominated by stochastic methods. Only in recent years, spurred by the enormous economical success of financial derivative...
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| Format: | eBook |
| Language: | English |
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Berlin, Heidelberg
Springer Berlin Heidelberg
2002, 2002
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| Edition: | 1st ed. 2002 |
| Series: | Universitext
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- 1 Modeling Tools for Financial Options
- 2 Generating Random Numbers with Specified Distributions
- 3 Numerical Integration of Stochastic Differential Equations
- 4 Finite Differences and Standard Options
- 5 Finite-Element Methods
- 6 Pricing of Exotic Options
- Appendices
- Al Financial Derivatives
- A2 Essentials of Stochastics
- A3 The Black-Scholes Equation
- A4 Numerical Methods
- A6 Function Spaces
- A7 Complementary Formula
- References