Tools for Computational Finance:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2002
|
| Schriftenreihe: | Universitext
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 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 Part I (Chapter 1): Financial and Stochastic Background Part II (Chapters 2, 3): Tools for Simulation Part III (Chapters 4, 5, 6): Partial Differential Equations for Options Part IV (Appendices A1 ... A7): Further Requisits and Additional Material |
| Beschreibung: | 1 Online-Ressource (XIV, 227 p) |
| ISBN: | 9783662047118 9783540436096 |
| ISSN: | 0172-5939 |
| DOI: | 10.1007/978-3-662-04711-8 |
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Datensatz im Suchindex
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| any_adam_object | |
| author | Seydel, Rüdiger |
| author_facet | Seydel, Rüdiger |
| author_role | aut |
| author_sort | Seydel, Rüdiger |
| author_variant | r s rs |
| building | Verbundindex |
| bvnumber | BV042423320 |
| classification_tum | MAT 000 |
| collection | ZDB-2-SMA ZDB-2-BAE |
| ctrlnum | (OCoLC)863938393 (DE-599)BVBBV042423320 |
| dewey-full | 519 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519 |
| dewey-search | 519 |
| dewey-sort | 3519 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-3-662-04711-8 |
| format | Electronic eBook |
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| id | DE-604.BV042423320 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:13Z |
| institution | BVB |
| isbn | 9783662047118 9783540436096 |
| issn | 0172-5939 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027858737 |
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| spelling | Seydel, Rüdiger Verfasser aut Tools for Computational Finance by Rüdiger Seydel Berlin, Heidelberg Springer Berlin Heidelberg 2002 1 Online-Ressource (XIV, 227 p) txt rdacontent c rdamedia cr rdacarrier Universitext 0172-5939 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 Part I (Chapter 1): Financial and Stochastic Background Part II (Chapters 2, 3): Tools for Simulation Part III (Chapters 4, 5, 6): Partial Differential Equations for Options Part IV (Appendices A1 ... A7): Further Requisits and Additional Material Mathematics Finance Numerical analysis Quantitative Finance Numerical Analysis Mathematik Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Wertpapieranalyse (DE-588)4124458-8 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Black-Scholes-Modell (DE-588)4206283-4 gnd rswk-swf Black-Scholes-Modell (DE-588)4206283-4 s Optionspreistheorie (DE-588)4135346-8 s 1\p DE-604 Wertpapieranalyse (DE-588)4124458-8 s Stochastisches Modell (DE-588)4057633-4 s 2\p DE-604 Finanzmathematik (DE-588)4017195-4 s Derivat Wertpapier (DE-588)4381572-8 s 3\p DE-604 https://doi.org/10.1007/978-3-662-04711-8 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Seydel, Rüdiger Tools for Computational Finance Mathematics Finance Numerical analysis Quantitative Finance Numerical Analysis Mathematik Finanzmathematik (DE-588)4017195-4 gnd Stochastisches Modell (DE-588)4057633-4 gnd Wertpapieranalyse (DE-588)4124458-8 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Optionspreistheorie (DE-588)4135346-8 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4057633-4 (DE-588)4124458-8 (DE-588)4381572-8 (DE-588)4135346-8 (DE-588)4206283-4 |
| title | Tools for Computational Finance |
| title_auth | Tools for Computational Finance |
| title_exact_search | Tools for Computational Finance |
| title_full | Tools for Computational Finance by Rüdiger Seydel |
| title_fullStr | Tools for Computational Finance by Rüdiger Seydel |
| title_full_unstemmed | Tools for Computational Finance by Rüdiger Seydel |
| title_short | Tools for Computational Finance |
| title_sort | tools for computational finance |
| topic | Mathematics Finance Numerical analysis Quantitative Finance Numerical Analysis Mathematik Finanzmathematik (DE-588)4017195-4 gnd Stochastisches Modell (DE-588)4057633-4 gnd Wertpapieranalyse (DE-588)4124458-8 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Optionspreistheorie (DE-588)4135346-8 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd |
| topic_facet | Mathematics Finance Numerical analysis Quantitative Finance Numerical Analysis Mathematik Finanzmathematik Stochastisches Modell Wertpapieranalyse Derivat Wertpapier Optionspreistheorie Black-Scholes-Modell |
| url | https://doi.org/10.1007/978-3-662-04711-8 |
| work_keys_str_mv | AT seydelrudiger toolsforcomputationalfinance |