| 書目名稱 | Tools for Computational Finance |
| 編輯 | Rüdiger Seydel |
| 視頻video | http://file.papertrans.cn/926/925968/925968.mp4 |
| 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 |
| 叢書名稱 | Universitext |
| 圖書封面 |  |
| 描述 | This edition contains more material. The largest addition is a new section on jump processes (Section 1.9). The derivation of a related partial integro- differential equation is included in Appendix A3. More material is devoted to Monte Carlo simulation. An algorithm for the standard workhorse of in- verting the normal distribution is added to Appendix A7. New figures and more exercises are intended to improve the clarity at some places. Several further references give hints on more advanced material and on important developments. Many small changes are hoped to improve the readability of this book. Further I have made an effort to correct misprints and errors that I knew about. A new domain is being prepared to serve the needs of the computational finance community, and to provide complementary material to this book. The address of the domain is www.compfin.de The domain is under construction; it replaces the website address www . mi. uni- koeln.de/numerik/compfin/. Suggestions and remarks both on this book and on the domain are most welcome. |
| 出版日期 | Textbook 20042nd edition |
| 關(guān)鍵詞 | Black/Scholes; Computational Finance; Finance; Mathematische Finanz; Numerical integration; Optionen; Stoc |
| 版次 | 2 |
| doi | https://doi.org/10.1007/978-3-662-22551-6 |
| isbn_ebook | 978-3-662-22551-6Series ISSN 0172-5939 Series E-ISSN 2191-6675 |
| issn_series | 0172-5939 |
| copyright | Springer-Verlag Berlin Heidelberg 2004 |
|Archiver|手機(jī)版|小黑屋|
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