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Computational Methods For Quantitative Finance
Finite Element Methods For Derivative Pricing
idioma: inglês
Editor:
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, março de 2015 ‧
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9783642435324 |
| Editor: | SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Data de Lançamento: | março de 2015 |
| Idioma: | Inglês |
| Dimensões: | 155 x 235 x 20 mm |
| Encadernação: | Capa mole |
| Páginas: | 299 |
| Tipo de produto: | Livro |
| Coleção: | Springer Finance |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Economia
Livros em Inglês > Economia, Finanças e Contabilidade > Finanças |
| EAN: | 9783642435324 |
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