Matches in Harvard for { <http://id.lib.harvard.edu/aleph/009184861/catalog> ?p ?o. }
Showing items 1 to 28 of
28
with 100 items per page.
- catalog abstract ""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."--Jacket.".
- catalog contributor b12944139.
- catalog created "c2002.".
- catalog date "2002".
- catalog date "c2002.".
- catalog dateCopyrighted "c2002.".
- catalog description ""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."--Jacket.".
- catalog description "Ch. 1. Modeling Tools for Financial Options -- Ch. 2. Generating Random Numbers with Specified Distributions -- Ch. 3. Numerical Integration of Stochastic Differential Equations -- Ch. 4. Finite Differences and Standard Options -- Ch. 5. Finite-Element Methods -- Ch. 6. Pricing of Exotic Options.".
- catalog description "Includes bibliographical references (p. [211]-217) and index.".
- catalog extent "xii, 224 p. ;".
- catalog hasFormat "Tools for computational finance.".
- catalog identifier "354043609X (pbk. : alk. paper)".
- catalog isFormatOf "Tools for computational finance.".
- catalog isPartOf "Universitext".
- catalog issued "2002".
- catalog issued "c2002.".
- catalog language "eng".
- catalog publisher "Berlin ; New York : Springer,".
- catalog relation "Tools for computational finance.".
- catalog subject "332/.01/5195 21".
- catalog subject "Finance Mathematical models.".
- catalog subject "Finance.".
- catalog subject "HG106 .S49 2002".
- catalog subject "Mathematics.".
- catalog subject "Numerical analysis.".
- catalog tableOfContents "Ch. 1. Modeling Tools for Financial Options -- Ch. 2. Generating Random Numbers with Specified Distributions -- Ch. 3. Numerical Integration of Stochastic Differential Equations -- Ch. 4. Finite Differences and Standard Options -- Ch. 5. Finite-Element Methods -- Ch. 6. Pricing of Exotic Options.".
- catalog title "Tools for computational finance / Rüdiger Seydel.".
- catalog type "text".