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Computational Methods For Quantitative Finance

Finite Element Methods For Derivative Pricing

by Christoph Schwab, Norbert Hilber, Christoph Winter e Oleg Reichmann
language: english
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, March of 2015 ‧
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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.

Computational Methods For Quantitative Finance

Finite Element Methods For Derivative Pricing

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

Property Description
ISBN: 9783642435324
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Release Date: March of 2015
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Softcover
Pages: 299
Format: Book
Collection: Springer Finance
Categories: Books in English > Economics, Finance and Accounting > Economy
Books in English > Economics, Finance and Accounting > Finances
EAN: 9783642435324

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