Items related to Modelling Financial Derivatives with MATHEMATICA ®

Modelling Financial Derivatives with MATHEMATICA ® - Hardcover

Shaw, William T.

 
9780521592338: Modelling Financial Derivatives with MATHEMATICA ®
Hardcover
ISBN 10: 052159233X ISBN 13: 9780521592338
Publisher: Cambridge University Press, 1998

Synopsis

CD plus book for financial modelling, requires Mathematica 3 or 2.2; runs on most platforms.

"synopsis" may belong to another edition of this title.

Review

'Shaw's book has the originality to present the standard mathematics of financial derivatives within a SAC [symbolic and algebraic computation]-assisted framework ... So, should we all become SAC experts? For many, the answer will probably be yes ... There are many useful examples that it will often be a case of looking for the instrument most closely related to the desired one, and adapting the example code as required ... Shaw's book is definitely worth looking at for a few days to get a feel for the ideas and advantages that lie away from the traditional programming approaches - and then could be a strong basis for a longer-term view of the subject.' Gabriele Susinno and Chris Shortland, RISK Magazine

From the Author

Mathematica V4 update and other new material
Modelling Financial Derivatives with Mathematica: Mathematica V4 Compatibility, Errata, and other Update Information

A Mathematica notebook, compatible with versions 3.X and 4.0, is available that updates the material contained in the text, "Modelling Financial Derivatives with Mathematica." It contains

(a) a number of code patches to ensure compatibility with Mathematica V4.0;

(b) errata to the published version (as of July 1, 1999);

(c) other comments on interesting recent research....

"About this title" may belong to another edition of this title.

Publisher
Cambridge University Press
Publication date
1998
Language
English
ISBN 10 
052159233X
ISBN 13 
9780521592338
Binding
Hardcover
Number of pages
550