Tools for Computational Finance Tools for Computational Finance , Rüdiger Seydel Springer-Verlag, New York, 2002. $49.95 paper (224 pp.). ISBN 3-540-43609-X
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چکیده
منابع مشابه
Mathematical tools for finance
This note deals with the basic mathematical tools commonly used in finance. Stochastic calculus and its applications will be presented. The best will be done to present both the PDE and the probabilistic approaches to finance. However, the focus will be mostly on (vanilla) option pricing and fixed income techniques won’t really be presented. For additional information such as Girsanov’s Theorem...
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Main entry under title: Brauer groups. This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically those of translation, re printing, re-use of illustrations, broadcasting, reproduction by photocopying machine or similar means, and storage in data banks. Under § 54 of the German Copyright Law where copies are made for other t...
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Tasks. Implement the implicit finite difference scheme (i.e., backward Euler scheme) and the Crank-Nicolson scheme and compute the option prices in this way. Moreover, study the empirical convergence rates. You need to choose the following numerical parameters: • The truncation values for the infinite domain xmin < 0 < xmax. To simplify the analysis, you should use the same values for all the r...
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Large-scale computing technology has been central to this growth in two ways. First, the markets could not operate without the transaction-processing systems that handle the placing, execution, and settlement of trades. Second, as the markets have grown, new branches of finance have emerged, particularly in the last 20 years, to leverage the volume and liquidity of products and securities sold....
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This thesis investigates the application of computational analytics to the domain of venture finance — the deployment of capital to high-risk ventures in pursuit of maximising financial return. Traditional venture finance is laborious and highly inefficient. Whilst high street banks approve (or reject) personal loans in a matter of minutes It takes an early-stage venture capital (VC) firm month...
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ژورنال
عنوان ژورنال: Physics Today
سال: 2003
ISSN: 0031-9228,1945-0699
DOI: 10.1063/1.1611357