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Rudiger U. Seydel

Tools for Computational Finance (Universitext)

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ISBN: 3540406042
Издательство: Springer
Год издания: 2003
Book Description"In an increasingly crowded field of financial engineering titles, Seydel's Tools for Computational Finance stands out as filling an unmet need. It is an intermediate level text with an extremely practical focus...This is the kind of bookyou can read quickly, gaining a broad understanding of practical techniques of financial engineering. On the other hand, you can go through it slowly, working through all the examples and exercises in order to gain indepth practical knowledge you can useon the job. For the second edition the author has enlarged the chapter on Monte Carlo Simulation, has added more figures, more exercises, more references, more material in the appendices and has written a new section on jump processes.
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