Topper J. Financial Engineering with Finite Elements

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размер 2.48 МБ
добавлен 25 сентября 2011 г.

Chichester, John Wiley & Sons Ltd, 2005. - 379p.

Книга посвящена расчёту стоимости сложных (включающих в себя несколько активов, опционы разных типов, включая экзотические и т.п.) финансовых инструментов, используя метод конечных элементов.
Предназначена для математиков финансовых компаний, связанных с разработкой новых финансовых инструментов ("финансовых инженеров"), а также для научных работников и аспирантов в области финансовой математики.

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