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Tools for Computational Finance

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Cover of 'Tools for Computational Finance'

Table of Contents

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    Book Overview
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    Chapter 1 Modeling Tools for Financial Options
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    Chapter 2 Generating Random Numbers with Specified Distributions
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    Chapter 3 Monte Carlo Simulation with Stochastic Differential Equations
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    Chapter 4 Standard Methods for Standard Options
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    Chapter 5 Finite-Element Methods
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    Chapter 6 Pricing of Exotic Options
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    Chapter 7 Beyond Black and Scholes
Attention for Chapter 3: Monte Carlo Simulation with Stochastic Differential Equations
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