Tools for Computational Finance / Rüdiger U. Seydel |
Autore | Seydel, Rüdiger U. |
Edizione | [6. ed] |
Pubbl/distr/stampa | London, : Springer, 2017 |
Descrizione fisica | xxii, 486 p. : ill. ; 24 cm |
Soggetto topico |
65-XX - Numerical analysis [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
Soggetto non controllato |
Algorithms for finance
Black-Scholes equations Computational finance Financial Engineering Finite element methods Finite-difference methods Monte-Carlo Simulation Option pricing Pricing of options Quantitative Finance Random Number Generator Risk analysis |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0123726 |
Seydel, Rüdiger U.
![]() |
||
London, : Springer, 2017 | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Tools for Computational Finance / Rüdiger U. Seydel |
Autore | Seydel, Rüdiger U. |
Edizione | [6. ed] |
Pubbl/distr/stampa | London, : Springer, 2017 |
Descrizione fisica | xxii, 486 p. : ill. ; 24 cm |
Soggetto topico |
65-XX - Numerical analysis [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
Soggetto non controllato |
Algorithms for finance
Black-Scholes equations Computational finance Financial Engineering Finite element methods Finite-difference methods Monte-Carlo Simulation Option pricing Pricing of options Quantitative Finance Random Number Generator Risk analysis |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00123726 |
Seydel, Rüdiger U.
![]() |
||
London, : Springer, 2017 | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|