Tools for computational finance
- ISBN: 9783540279235
- Editorial: Springer International Publishing AG
- Fecha de la edición: 2006
- Lugar de la edición: Berlin. Alemania
- Edición número: 3rd ed
- Colección: Universitext
- Encuadernación: Rústica
- Medidas: 24 cm
- Nº Pág.: 323
- Idiomas: Inglés
"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.
