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Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing - Springer Finance Norbert Hilber 2013 edition
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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
| Media | Boeken Paperback Book (Boek met zachte kaft en gelijmde rug) |
| Vrijgegeven | 7 maart 2015 |
| ISBN13 | 9783642435324 |
| Uitgevers | Springer-Verlag Berlin and Heidelberg Gm |
| Pagina's | 299 |
| Afmetingen | 155 × 235 × 17 mm · 444 g |
| Taal en grammatica | Duits |
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