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Computational Methods For Quantitative Finance
Finite Element Methods For Derivative Pricing
language: english
Publisher:
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, March of 2015 ‧
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SYNOPSIS
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.
DETAILS
| 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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