A workout in computational finance

A comprehensive introduction to various numerical methods used in computational finance today Quantitative skills are a prerequisite for anyone working in finance or beginning a career in the field, as well as risk managers. A thorough grounding in numerical methods is necessary, as is the ability t...

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Bibliographic Details
Main Author: Aichinger, Michael
Other Authors: Binder, Andreas
Format: eBook
Language:English
Published: Chichester, West Sussex, United Kingdom Wiley 2013
Subjects:
Online Access:
Collection: O'Reilly - Collection details see MPG.ReNa
Description
Summary:A comprehensive introduction to various numerical methods used in computational finance today Quantitative skills are a prerequisite for anyone working in finance or beginning a career in the field, as well as risk managers. A thorough grounding in numerical methods is necessary, as is the ability to assess their quality, advantages, and limitations. This book offers a thorough introduction to each method, revealing the numerical traps that practitioners frequently fall into. Each method is referenced with practical, real-world examples in the areas of valuation, risk analysis, and ca
Physical Description:1 online resource
ISBN:9781119971917
9781119973508
1119973511
1119973481
9781119973485
9781299804852
1299804853
111997349X
9781119973492
9781119973515
1119973503
1119971918