Modelling Financial Derivatives with MATHEMATICA ®

Modelling Financial Derivatives with MATHEMATICA ®

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William T. Shaw
Cambridge University Press, 1998-12-10
EAN 9780521592338, ISBN10: 052159233X

Paperback, 550 pages, 25.4 x 24.7 x 19.5 cm

'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