| 书目名称 | Tools for Computational Finance |
| 编辑 | Rüdiger Seydel |
| 视频video | |
| 概述 | Covers on an introductory level the very important issue of computational aspects of derivative pricing.People with a solid background of stochastics, numerics and derivative pricing will gain an imme |
| 丛书名称 | Universitext |
| 图书封面 |  |
| 描述 | Basic principles underlying the transactions of financial markets are tied to probability and statistics. Accordingly it is natural that books devoted to mathematical finance are dominated by stochastic methods. Only in recent years, spurred by the enormous economical success of financial derivatives, a need for sophisticated computational technology has developed. For ex ample, to price an American put, quantitative analysts have asked for the numerical solution of a free-boundary partial differential equation. Fast and accurate numerical algorithms have become essential tools to price financial derivatives and to manage portfolio risks. The required methods aggregate to the new field of Computational Finance. This discipline still has an aura of mysteriousness; the first specialists were sometimes called rocket scientists. So far, the emerging field of computational finance has hardly been discussed in the mathematical finance literature. This book attempts to fill the gap. Basic principles of computational finance are introduced in a monograph with textbook character. The book is divided into four parts, arranged in six chapters and seven appendices. The general organization is |
| 出版日期 | Textbook 20021st edition |
| 关键词 | Derivative pricing; Finance; Numerical integration; Optionen; Stochastic Differential Equations; derivati |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-662-04711-8 |
| isbn_ebook | 978-3-662-04711-8Series ISSN 0172-5939 Series E-ISSN 2191-6675 |
| issn_series | 0172-5939 |
| copyright | Springer-Verlag Berlin Heidelberg 2002 |
发表于 2025-3-21 19:54:52
