Tools for computational finance

By:

Seydel, Rudiger U

Series: UniversitextPublication details: Springer-Verlag, 2017. London:Edition: 6th edDescription: xxii, 486p.; pbk; 24cmISBN:

9781447173373

Subject(s):

DDC classification:

330.015118 SEY

Summary: Computational and numerical methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering. By concentrating on the field of option pricing, a core task of financial engineering and risk analysis, this book explores a wide range of computational tools in a coherent and focused manner and will be of use to the entire field of computational finance. Starting with an introductory chapter that presents the financial and stochastic background, the remainder of the book goes on to detail computational methods using both stochastic and deterministic approaches. https://link.springer.com/book/10.1007/978-1-4471-2993-6

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Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Books	IIT Gandhinagar	General	330.015118 SEY (Browse shelf(Opens below))	1	Available		031613

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Includes bibliography and index.

Computational and numerical methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering. By concentrating on the field of option pricing, a core task of financial engineering and risk analysis, this book explores a wide range of computational tools in a coherent and focused manner and will be of use to the entire field of computational finance. Starting with an introductory chapter that presents the financial and stochastic background, the remainder of the book goes on to detail computational methods using both stochastic and deterministic approaches.

https://link.springer.com/book/10.1007/978-1-4471-2993-6

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