Bøger af Rudiger U. Seydel

Using a `learning by calculating' approach, this comprehensive introductory text shows how stochastic computational methods are used across the field of finance. The revised and expanded fifth edition includes updates, as well as new material and exercises.

Probably the first book to describe computational methods for numerically computing steady state and Hopf bifurcations. Requiring only a basic knowledge of calculus, and using detailed examples, problems, and figures, this is an ideal textbook for graduate students.