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文档介绍

文档介绍:Java Methods for Financial Engineering
Philip Barker
Java Methods
for Financial
Engineering
Applications in Finance and Investment
Philip Barker, BSc (HONS), MBCS, MCMI
BWA Technologies LTD, Roslin
Midlothian, Scotland
British Library Cataloguing in Publication Data
A catalogue record for this book is available from the British Library
Library of Congress Control Number: 200692945
ISBN-10: 1-85233-832-6 e-ISBN 978-1-84628-741-1
ISBN-13: 978-1-85233-832-9
Printed on acid-free paper
© Springer-Verlag London Limited 2007
Apart from any fair dealing for the purposes of research or private study, or criticism or review,
as permitted under the Copyright, Designs and Patents Act 1988, this publication may only be
reproduced, stored or transmitted, in any form or by any means, with the prior permission in
writing of the publishers, or in the case of reprographic reproduction in accordance with the
terms of licences issued by the Copyright Licensing Agency. Enquiries concerning reproduction
outside those terms should be sent to the publishers.
The use of registered names, trademarks, etc. in this publication does not imply, even in
the absence of a specific statement, that such names are exempt from the relevant laws and
regulations and therefore free for general use.
The publisher makes no representation, express or implied, with regard to the accuracy of the
information contained in this book and cannot accept any legal responsibility or liability for any
errors or omissions that may be made.
987654321
Springer Science + Business Media
To my wife Avril
Whose support, encouragement and patience
made this book possible
Contents
Preface ............................................................. xiii
1. Introduction ................................................... 1
. Numerical Accuracy & Errors.................................................... 1
. Core Math’s Classes ......................................................