Tools for Computational Finance 4e - Rudiger Seydel

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 Berm  

ISBN

9783540929284

liczba stron

336

język

polski