Description

Book Synopsis
Computational finance is a quantitative approach to risk management. This discipline encompasses the algorithmic and numerical procedures that form the backbone of modern mathematical finance and the creation of financial products. This book introduces computational finance and covers both theory and application.

Table of Contents
The Pricing Equations.

Analysis of Finite Difference Methods.

Special Issues.

Coordinate Transformations.

Numerical Examples.

Index.

Pricing Financial Instruments

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    A Hardback by Domingo Tavella, Curt Randall

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      Book details

      Publisher John Wiley & Sons Inc
      Published 3 May 2000
      ISBN-13 9780471197607
      978-0471197607
      ISBN-10 0471197602
      Also in:
      Finance and accounting Investment and securities Management decision making

      Description

      Book Synopsis
      Computational finance is a quantitative approach to risk management. This discipline encompasses the algorithmic and numerical procedures that form the backbone of modern mathematical finance and the creation of financial products. This book introduces computational finance and covers both theory and application.

      Table of Contents
      The Pricing Equations.

      Analysis of Finite Difference Methods.

      Special Issues.

      Coordinate Transformations.

      Numerical Examples.

      Index.

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