Rüdiger U. Seydel – författare
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13 produkter
Practical Bifurcation and Stability Analysis
Inbunden, 2009
1096 kr
Lägg i varukorg
Fifteen years have elapsed after the second edition of Practical Bifurcation and Stability Analysis was published. During that time period the ?eld of computational bifurcation has become mature. Today, bifurcation mec- nisms are widely accepted as decisive phenomena for explaining and - …
Practical Bifurcation and Stability Analysis
E-bok, 2009
897 kr
Lägg i varukorg
Fifteen years have elapsed after the second edition of Practical Bifurcation and Stability Analysis was published. During that time period the ?eld of computational bifurcation has become mature. Today, bifurcation mec- nisms are widely accepted as decisive phenomena for explaining and - …
Tools for Computational Finance
E-bok, 2012
652 kr
Lägg i varukorg
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 to explain how such methods work in financial engineering; specifically the use of numerical methods …
Tools for Computational Finance
Häftad, 2017
601 kr
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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 …
Tools for Computational Finance
E-bok, 2017
1141 kr
Lägg i varukorg
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 …
Practical Bifurcation and Stability Analysis
Häftad, 2012
715 kr
Lägg i varukorg
Fifteen years have elapsed after the second edition of Practical Bifurcation and Stability Analysis was published. During that time period the ?eld of computational bifurcation has become mature. Today, bifurcation mec- nisms are widely accepted as decisive phenomena for explaining and - …
Vom Regenbogen zum Farbfernsehen
Höhere Mathematik in Fallstudien aus Natur und Technik
Av Rüdiger U. Seydel, Roland Bulirsch
Häftad, 1986
567 kr
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Tools for Computational Finance
E-bok, 2006
712 kr
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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 stochastic methods. Only in recent years, spurred by the enormous economical success of ?nancial derivatives, …
Tools for Computational Finance
E-bok, 2009
652 kr
Lägg i varukorg
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 stochastic methods. Only in recent years, spurred by the enormous economical success of ?nancial derivatives, …
Einführung in die numerische Berechnung von Finanz-Derivaten
Computational Finance
E-bok, 2013
542 kr
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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 Rechnens, die insbesondere für die Berechung von Optionspreisen grundlegend sind. Nach einer kurzen …
Vom Regenbogen zum Farbfernsehen
Höhere Mathematik in Fallstudien aus Natur und Technik
Av Roland Bulirsch, Rudiger U. Seydel
E-bok, 2013
503 kr
Lägg i varukorg
Tools for Computational Finance
E-bok, 2013
1174 kr
Lägg i varukorg
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 stochastic methods. Only in recent years, spurred by the enormous economical success of financial …
Tools for Computational Finance
E-bok, 2013
574 kr
Lägg i varukorg
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 A3. More material is devoted to Monte Carlo simulation. An algorithm for the standard workhorse of …
