Modelling Financial Derivatives with MATHEMATICA ® - Hardcover

Shaw, William T.

 
9780521592338: Modelling Financial Derivatives with MATHEMATICA ®

Synopsis

The idea behind this work is to use Mathematica® to test financial models. Mathematica's graphical and animation capabilities are exploited to show how a model's characteristics can be visualised in 2 and 3 dimensions. An accompanying CD that runs on most Windows, Unix and Macintosh platforms has the machine readable versions of the models; most features require Mathematica 3, though some only need version 2.2.This product will prove of inestimable worth in financial analysis; it can be used for professional or training purposes in financial institutions or universities, and on MBA courses.

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

Book Description

The idea behind this work is to use Mathematica® to test financial models. Mathematica's graphical and animation capabilities are exploited to show how a model's characteristics can be visualised in 2 and 3 dimensions. An accompanying CD that runs on most Windows, Unix and Macintosh platforms has the machine readable versions of the models; most features require Mathematica 3, though some only need version 2.2.This product will prove of inestimable worth in financial analysis; it can be used for professional or training purposes in financial institutions or universities, and on MBA courses.

Review

"...a book for practitioners...full of practical insights from one with both a good grasp of the theory and much practical experience in the field." Mathematical Reviews

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