Titel

    Sixth Edition 2017 — Contents

    Chap.1   Modeling Tools for Financial Options   (includes an introduction, and elementary tree methods)

    Chap.2   Generating Random Numbers With Specified Distributions

    Chap.3   Monte Carlo Simulation with Stochastic Differential Equations   (both for European and American options)

    Chap.4   Standard Methods for Standard Options   (includes finite-difference methods, and analytic methods)

    Chap.5   Finite-Element Methods

    Chap.6   Pricing of Exotic Options

    Chap.7   Beyond Black and Scholes   (discusses nonlinear models, and jump processes)

    Appendices     (include stochastic and numeric tools, and an extension of tree methods)

    References

    Index

    486 pages, Springer, London (2017)

    additional material


    September'17
    rseydel@uni-koeln.de