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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 Lévy and stochastic volatility models.
299 pages, 47 Illustrations, color; 9 Illustrations, black and white; XIII, 299 p. 56 illus., 47 ill
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 7. marca 2015 |
| ISBN13 | 9783642435324 |
| Založniki | Springer-Verlag Berlin and Heidelberg Gm |
| Strani | 299 |
| Dimenzije | 155 × 235 × 17 mm · 444 g |
| Jezik | Nemščina |