Autor: Rudiger U. Seydel

Tools for Computational Finance offers a clear explanation of computational issues arising in financial mathematics. The new third edition is thoroughly revised and significantly extended, including …

The disciplines of financial engineering and numerical computation differ greatly, however computational methods are used in a number of ways across the field of finance. It is the aim of this book t …

Computational and numerical methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering. By concentrating on …

In jüngster Zeit haben Finanz-Derivate eine starke Verbreitung erfahren. Das vorliegende Lehrbuch bietet eine elementare Einführung in diejenigen Methoden der Numerik und des Wissenschaftichen Rechne …

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Basic principles underlying the transactions of financial markets are tied to probability and statistics. Accordingly it is natural that books devoted to mathematical finance are dominated by stochas …

This edition contains more material. The largest addition is a new section on jump processes (Section 1.9). The derivation of a related partial integro- differential equation is included in Appendix …

Basic principles underlying the transactions of ?nancial markets are tied to probability and statistics. Accordingly it is natural that books devoted to mathematical ?nance are dominated by stochasti …