Fifth Edition 2012

since March 2012, the fifth edition of "Tools for Computational Finance" is available.


number of pages: 429 (fourth ed.: 332, third ed.: 299, second ed.: 240, first ed.: 224)
number of exercises: 103 (fourth ed.: 76, third ed.: 68, second ed.: 53, first ed.: 49)
number of figures: 98 (fourth ed.: 85, third ed.: 74, second ed.: 58, first ed.: 52)

The author has thoroughly revised and updated the entire book, and has added significantly more material. This includes a new chapter on numerics for incomplete markets, and aspects of a sensitivity analysis, penalty methods, and many more topics. Compared to the 4th edition, the page count of this new edition has increased by about 100 pages; compared to the first edition, the counts of pages, figures and exercises almost doubles.

back-cover text (5th ed.)
Introduction (5th ed.)
Contents (5th ed.)
Index (5th ed.)