Tools for computational finance:
"This book provides a practical introduction to Computational Finance, formulating methods and algorithms that can be implemented and used. The first part presents basic features of options and mathematical models and the foundations of simulation methods such as Monte Carlo methods. The main t...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2002
|
| Schriftenreihe: | Universitext
|
| Schlagworte: | |
| Zusammenfassung: | "This book provides a practical introduction to Computational Finance, formulating methods and algorithms that can be implemented and used. The first part presents basic features of options and mathematical models and the foundations of simulation methods such as Monte Carlo methods. The main topic of the book is the valuation of options based on the partial differential equations and inequalities of Black and Scholes. Basic approaches of finite-difference and finite-element methods are explained. The book is written in a vivid concise style, with a minimum of formalism and focussing on readability. Numerous figures and many examples illustrate the concepts. An extensive appendix provides additional material for readers with little background in finance, stochastics, or computational methods."--BOOK JACKET. |
| Beschreibung: | Includes bibliographical references (p. [211]-217) and index |
| Beschreibung: | XIV, 224 S. |
| ISBN: | 354043609X |
Internformat
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Datensatz im Suchindex
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| author | Seydel, Rüdiger 1947- |
| author_GND | (DE-588)13662782X |
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| author_sort | Seydel, Rüdiger 1947- |
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| callnumber-subject | HG - Finance |
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| ctrlnum | (OCoLC)49726325 (DE-599)BVBBV014361823 |
| dewey-full | 332/.01/519521 332/.01/5195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332/.01/5195 21 332/.01/5195 |
| dewey-search | 332/.01/5195 21 332/.01/5195 |
| dewey-sort | 3332 11 45195 221 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV014361823 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T19:02:07Z |
| institution | BVB |
| isbn | 354043609X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009843142 |
| oclc_num | 49726325 |
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| owner | DE-N2 DE-29T DE-355 DE-BY-UBR DE-824 DE-703 DE-521 DE-634 DE-11 DE-188 |
| owner_facet | DE-N2 DE-29T DE-355 DE-BY-UBR DE-824 DE-703 DE-521 DE-634 DE-11 DE-188 |
| physical | XIV, 224 S. |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | Springer |
| record_format | marc |
| series2 | Universitext |
| spelling | Seydel, Rüdiger 1947- Verfasser (DE-588)13662782X aut Tools for computational finance Rüdiger Seydel Berlin [u.a.] Springer 2002 XIV, 224 S. txt rdacontent n rdamedia nc rdacarrier Universitext Includes bibliographical references (p. [211]-217) and index "This book provides a practical introduction to Computational Finance, formulating methods and algorithms that can be implemented and used. The first part presents basic features of options and mathematical models and the foundations of simulation methods such as Monte Carlo methods. The main topic of the book is the valuation of options based on the partial differential equations and inequalities of Black and Scholes. Basic approaches of finite-difference and finite-element methods are explained. The book is written in a vivid concise style, with a minimum of formalism and focussing on readability. Numerous figures and many examples illustrate the concepts. An extensive appendix provides additional material for readers with little background in finance, stochastics, or computational methods."--BOOK JACKET. Algoritmen gtt Computational statistics gtt Finances - Modèles mathématiques Financieel management gtt Monte Carlo-methode gtt Portfolio-theorie gtt Mathematisches Modell Finance -- Mathematical models Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Wertpapieranalyse (DE-588)4124458-8 gnd rswk-swf Black-Scholes-Modell (DE-588)4206283-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Wertpapieranalyse (DE-588)4124458-8 s Stochastisches Modell (DE-588)4057633-4 s DE-604 Finanzmathematik (DE-588)4017195-4 s Derivat Wertpapier (DE-588)4381572-8 s Optionspreistheorie (DE-588)4135346-8 s Black-Scholes-Modell (DE-588)4206283-4 s |
| spellingShingle | Seydel, Rüdiger 1947- Tools for computational finance Algoritmen gtt Computational statistics gtt Finances - Modèles mathématiques Financieel management gtt Monte Carlo-methode gtt Portfolio-theorie gtt Mathematisches Modell Finance -- Mathematical models Optionspreistheorie (DE-588)4135346-8 gnd Stochastisches Modell (DE-588)4057633-4 gnd Wertpapieranalyse (DE-588)4124458-8 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd Finanzmathematik (DE-588)4017195-4 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| subject_GND | (DE-588)4135346-8 (DE-588)4057633-4 (DE-588)4124458-8 (DE-588)4206283-4 (DE-588)4017195-4 (DE-588)4381572-8 |
| title | Tools for computational finance |
| title_auth | Tools for computational finance |
| title_exact_search | Tools for computational finance |
| title_full | Tools for computational finance Rüdiger Seydel |
| title_fullStr | Tools for computational finance Rüdiger Seydel |
| title_full_unstemmed | Tools for computational finance Rüdiger Seydel |
| title_short | Tools for computational finance |
| title_sort | tools for computational finance |
| topic | Algoritmen gtt Computational statistics gtt Finances - Modèles mathématiques Financieel management gtt Monte Carlo-methode gtt Portfolio-theorie gtt Mathematisches Modell Finance -- Mathematical models Optionspreistheorie (DE-588)4135346-8 gnd Stochastisches Modell (DE-588)4057633-4 gnd Wertpapieranalyse (DE-588)4124458-8 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd Finanzmathematik (DE-588)4017195-4 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| topic_facet | Algoritmen Computational statistics Finances - Modèles mathématiques Financieel management Monte Carlo-methode Portfolio-theorie Mathematisches Modell Finance -- Mathematical models Optionspreistheorie Stochastisches Modell Wertpapieranalyse Black-Scholes-Modell Finanzmathematik Derivat Wertpapier |
| work_keys_str_mv | AT seydelrudiger toolsforcomputationalfinance |