Capa do artigo Computational Methods For Quantitative Finance
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Computational Methods For Quantitative Finance eBook

Finite Element Methods For Derivative Pricing

by Christoph Schwab, Norbert Hilber, Christoph Winter e Oleg Reichmann
language: english
Publisher: Springer Berlin Heidelberg, February of 2013 ‧
92,74€
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Suitable for graduate students and researchers, and for practitioners in the fields of quantitative finance and applied and computational mathematics with a solid background in mathematics, statistics or economics, this title offers an introduction to deterministic algorithms for the accurate pricing of derivative contracts in modern finance.

Computational Methods For Quantitative Finance

Finite Element Methods For Derivative Pricing

by Christoph Schwab, Norbert Hilber, Christoph Winter e Oleg Reichmann

Property Description
ISBN: 9783642354014
Publisher: Springer Berlin Heidelberg
Release Date: February of 2013
Language: English
Format: eBook
Collection: Springer Finance
Categories: eBooks in English > Economics, Finance and Accounting > Economy
EAN: 9783642354014

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