Tools for Computational Finance:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2004
|
| Ausgabe: | Second Edition |
| Schriftenreihe: | Universitext
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 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 |
| Beschreibung: | 1 Online-Ressource (XVI, 244 p) |
| ISBN: | 9783662225516 9783540406044 |
| ISSN: | 0172-5939 |
| DOI: | 10.1007/978-3-662-22551-6 |
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Datensatz im Suchindex
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| dewey-raw | 519 |
| dewey-search | 519 |
| dewey-sort | 3519 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:13Z |
| institution | BVB |
| isbn | 9783662225516 9783540406044 |
| issn | 0172-5939 |
| language | English |
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| spelling | Seydel, Rüdiger Verfasser aut Tools for Computational Finance by Rüdiger Seydel Second Edition Berlin, Heidelberg Springer Berlin Heidelberg 2004 1 Online-Ressource (XVI, 244 p) txt rdacontent c rdamedia cr rdacarrier Universitext 0172-5939 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 Mathematics Finance Numerical analysis Quantitative Finance Numerical Analysis Mathematik Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Wertpapieranalyse (DE-588)4124458-8 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Black-Scholes-Modell (DE-588)4206283-4 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 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/10.1007/978-3-662-22551-6 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 Stochastisches Modell (DE-588)4057633-4 gnd Finanzmathematik (DE-588)4017195-4 gnd Wertpapieranalyse (DE-588)4124458-8 gnd Optionspreistheorie (DE-588)4135346-8 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| subject_GND | (DE-588)4057633-4 (DE-588)4017195-4 (DE-588)4124458-8 (DE-588)4135346-8 (DE-588)4206283-4 (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 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 Stochastisches Modell (DE-588)4057633-4 gnd Finanzmathematik (DE-588)4017195-4 gnd Wertpapieranalyse (DE-588)4124458-8 gnd Optionspreistheorie (DE-588)4135346-8 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| topic_facet | Mathematics Finance Numerical analysis Quantitative Finance Numerical Analysis Mathematik Stochastisches Modell Finanzmathematik Wertpapieranalyse Optionspreistheorie Black-Scholes-Modell Derivat Wertpapier |
| url | https://doi.org/10.1007/978-3-662-22551-6 |
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