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Modelling Financial Derivatives With Mathematica Mathematical Models and Benchmark Algorithms

by William T. Shaw

ISBN: 9780521592338
ISBN10: 052159233X

Modelling Financial Derivatives With Mathematica Mathematical Models and Benchmark Algorithms

by William T. Shaw

List Price: $371.00
Binding: Hardcover
Publisher: Cambridge Univ Pr
Publish date: 02/01/1999
ISBN: 9780521592338
ISBN10: 052159233X

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Description: The idea behind this book is to use Mathematica "RM" to provide a wide range of exact benchmark models against which inexact models can be tested and verified. The models described are all available on an accompanying CD that runs on most Windows, Unix and Macintosh platforms; to be able fully to use the software, Mathematica 3 is required, although certain features are usable with Mathematica 2.2.

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Modelling Financial Derivatives With Mathematica Mathematical Models and Benchmark Algorithms

by William T. Shaw

Modelling Financial Derivatives With Mathematica Mathematical Models and Benchmark Algorithms

by William T. Shaw

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