Tools for compuational finance [6th ed.] (Record no. 567321)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02314 a2200277 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250106120535.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 250103b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781447173373 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | IIT Kanpur |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.015195 |
| Item number | Se94t6 |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Seydel, Rudiger U. |
| 245 ## - TITLE STATEMENT | |
| Title | Tools for compuational finance [6th ed.] |
| Statement of responsibility, etc | Rudiger U. Seydel |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 6th ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher | Springer |
| Year of publication | 2017 |
| Place of publication | London |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xxii, 486p |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Universitext |
| 490 ## - SERIES STATEMENT | |
| Series statement | / edited by Sheldon Axler ...[et al.] |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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 the field of option pricing, a core task of financial engineering and risk analysis, this book explores a wide range of computational tools in a coherent and focused manner and will be of use to anyone working in computational finance. Starting with an introductory chapter that presents the financial and stochastic background, the book goes on to detail computational methods using both stochastic and deterministic approaches. Now in its sixth edition, Tools for Computational Finance has been significantly revised and contains: Several new parts such as a section on extended applications of tree methods, including multidimensional trees, trinomial trees, and the handling of dividends; Additional material in the field of generating normal variates with acceptance-rejection methods, and on Monte Carlo methods; 115 exercises, and more than 100 figures, many in color. Written from the perspective of an applied mathematician, all methods are introduced for immediate and straightforward application. A ‘learning by calculating’ approach is adopted throughout this book, enabling readers to explore several areas of the financial world. Interdisciplinary in nature, this book will appeal to advanced undergraduate and graduate students in mathematics, engineering, and other scientific disciplines as well as professionals in financial engineering. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Finance -- Mathematical models |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Finance |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Numerical analysis |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Mathematics |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Permanent Location | Current Location | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Cost, replacement price | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| On Display | PK Kelkar Library, IIT Kanpur | PK Kelkar Library, IIT Kanpur | 2025-01-06 | 60 | 5443.72 | 332.015195 Se94t6 | A186652 | 7258.29 | Books |