Tools for Computational Finance (Universitext)

@book{citeulike:967493, abstract = {{This book is very easy to read and one can gain a quick snapshot of computational issues arising in financial mathematics. Researchers or students of the mathematical sciences with an interest in finance will find this book a very helpful and gentle guide to the world of financial engineering. SIAM review (46, 2004). The third edition is thoroughly revised and significantly extended. The largest addition is a new section on analytic methods with main focus on interpolation approach and quadratic approximation. New sections and subsections are among others devoted to risk-neutrality, early-exercise curves, multidimensional Black-Scholes models, the integral representation of options and the derivation of the Black-Scholes equation. New figures, more exercises, more background material make this guide to the world of financial engineering a real must-to-have for everyone working in FE.}}, author = {Seydel, R\"{u}diger U. }, citeulike-article-id = {967493}, howpublished = {Paperback}, isbn = {3540279237}, keywords = {finance}, month = {May}, posted-at = {2006-11-29 22:15:05}, priority = {2}, publisher = {Springer}, title = {Tools for Computational Finance (Universitext)}, url = {http://www.amazon.ca/exec/obidos/redirect?tag=citeulike09-20\&path=ASIN/3540279237}, year = {2006} }

TY - BOOK ID - citeulike:967493 L3 - citeulike-article-id:967493 N2 - {This book is very easy to read and one can gain a quick snapshot of computational issues arising in financial mathematics. Researchers or students of the mathematical sciences with an interest in finance will find this book a very helpful and gentle guide to the world of financial engineering. SIAM review (46, 2004). The third edition is thoroughly revised and significantly extended. The largest addition is a new section on analytic methods with main focus on interpolation approach and quadratic approximation. New sections and subsections are among others devoted to risk-neutrality, early-exercise curves, multidimensional Black-Scholes models, the integral representation of options and the derivation of the Black-Scholes equation. New figures, more exercises, more background material make this guide to the world of financial engineering a real must-to-have for everyone working in FE.} SN - 3540279237 TI - Tools for Computational Finance (Universitext) PB - Springer KW - finance AU - Seydel, Rüdiger PY - 2006/05/11/ UR - http://www.amazon.ca/exec/obidos/redirect?tag=citeulike09-20&path=ASIN/3540279237 ER -