Seydel, Rüdiger, 1947- ,

Tools for computational finance / Rüdiger Seydel. - 2nd ed. - xvi, 240 páginas : ilustraciones - Universitext .

Incluye bibliografía.

Modeling tools for financial options -- Generating random numbers with specified distributions -- Numerical integration of stochastic differential equations -- Finite differences and standard options -- Finite-element methods -- Pricing of exotic options.

3540406042 9783540406044


Finanzas--Modelos matemáticos.

519.236 / S519t 2004