What do you think?
Rate this book
Tools for Computational Finance
1 Modeling Tools for Financial Options.- 2 Generating Random Numbers with Specified Distributions.- 3 Numerical Integration of Stochastic Differential Equations.- 4 Finite Differences and Standard Options.- 5 Finite-Element Methods.- 6 Pricing of Exotic Options.- Appendices.- A1 Financial Derivatives.- A2 Essentials of Stochastics.- A3 The Black-Scholes Equation.- A4 Numerical Methods.- A6 Function Spaces.- A7 Complementary Formula.- References.
264 pages, Paperback
Published March 12, 2014
Ratings & Reviews
Friends & Following
Create a free account to discover what your friends think of this book!
Community Reviews
No one has reviewed this book yet.