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Tools for Computational Finance (Universitext)
By Rüdiger U. Seydel
Publisher: Springer
Number Of Pages: 304
Publication Date: 2006-05-11
Sales Rank: 421773
ISBN / ASIN: 3540279237
EAN: 9783540279235
Binding: Paperback
Manufacturer: Springer
Studio: Springer
Average Rating: 3.5
This book is very easy to read and one can gain a quick snapshot of computational issues arising in financial mathematics. Researchers or students of the mathematical sciences with an interest in finance will find this book a very helpful and gentle guide to the world of financial engineering. SIAM review (46, 2004).
The third edition is thoroughly revised and significantly extended. The largest addition is a new section on analytic methods with main focus on interpolation approach and quadratic approximation. New sections and subsections are among others 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, more exercises, more background material make this guide to the world of financial engineering a real must-to-have for everyone working in FE.
鉴于大家都需要此书，因此仅售10金。
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