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＜E-Book＞
Tools for Computational Finance / by Rüdiger U. Seydel
(Universitext. ISSN:21916675)

Edition	4th ed. 2009.
Publisher	(Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer)
Year	2009
Language	English
Size	XXI, 336 p. 85 illus : online resource
Authors	*Seydel, Rüdiger U author SpringerLink (Online service)
Subjects	LCSH:Finance, Public LCSH:Mathematics LCSH:Social sciences -- Mathematics  All Subject Search LCSH:Numerical analysis LCSH:Finance FREE:Public Economics FREE:Applications of Mathematics FREE:Mathematics in Business, Economics and Finance FREE:Numerical Analysis FREE:Financial Economics
Notes	Modeling Toole for Financial Options -- Generating Random Numbers with Specified Distribution -- Monte Carlo Simulation with Stochastic Differential Equations -- Standard Methods for Standard Options -- Finite Element Methods -- Pricing of Exotic Options 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 fourth edition is thoroughly revised and extended. Major revisions concern topics like calibration, Monte Carlo Methods, American options, exotic options and Algorithms for Bermuda Options. 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 HTTP:URL=https://doi.org/10.1007/978-3-540-92929-1

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