LEADER 02192nam0 22005053i 450 001 VAN0123726 005 20230726112353.816 017 70$2N$a9781447173380 100 $a20191001d2017 |0itac50 ba 101 $aeng 102 $aGB 105 $a|||| ||||| 200 1 $aTools for Computational Finance$fRüdiger U. Seydel 205 $a6. ed 210 $aLondon$cSpringer$d2017 215 $axxii, 486 p.$cill.$d24 cm 410 1$1001VAN0024506$12001 $aUniversitext$1210 $aBerlin [etc]$cSpringer$d1930- 500 1$3VAN0236057$aTools for Computational Finance$9230298 606 $a65-XX$xNumerical analysis [MSC 2020]$3VANC019772$2MF 606 $a91-XX$xGame theory, economics, finance, and other social and behavioral sciences [MSC 2020]$3VANC025601$2MF 606 $a91G20$xDerivative securities (option pricing, hedging, etc.) [MSC 2020]$3VANC031011$2MF 606 $a91G60$xNumerical methods (including Monte Carlo methods) [MSC 2020]$3VANC033553$2MF 610 $aAlgorithms for finance$9KW:K 610 $aBlack-Scholes equations$9KW:K 610 $aComputational finance$9KW:K 610 $aFinancial Engineering$9KW:K 610 $aFinite element methods$9KW:K 610 $aFinite-difference methods$9KW:K 610 $aMonte-Carlo Simulation$9KW:K 610 $aOption pricing$9KW:K 610 $aPricing of options$9KW:K 610 $aQuantitative Finance$9KW:K 610 $aRandom Number Generator$9KW:K 610 $aRisk analysis$9KW:K 620 $aGB$dLondon$3VANL000015 700 1$aSeydel$bRüdiger U.$3VANV095179$09681 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttp://doi.org/10.1007/978-1-4471-7338-0$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN0123726 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-book 0951 $e08eMF951 20191001 996 $aTools for computational finance$9230298 997 $aUNICAMPANIA