Modelling Financial Derivatives with MATHEMATICA ® - Hardcover

Shaw, William T.

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.

About 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....

Edition details

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