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Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing - Springer Finance Norbert Hilber 2013 edition
Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing - Springer Finance
Norbert Hilber
This unified, non-Monte-Carlo computational pricing methodology is capable of handling rather general classes of stochastic market models with jumps, including, in particular, all currently used Levy and stochastic volatility models.
285 pages, 9 black & white illustrations, 48 colour illustrations, biography
| Medij | Knjige Hardcover Book (Knjiga s trdim hrbtom in platnicami) |
| Izdano | 27. februarja 2013 |
| ISBN13 | 9783642354007 |
| Založniki | Springer-Verlag Berlin and Heidelberg Gm |
| Strani | 299 |
| Dimenzije | 162 × 244 × 22 mm · 589 g |
| Jezik | Nemščina |