Computational Methods for Quantitative Finance
Finite Element Methods for Derivative Pricing
Produktform: E-Buch Text Elektronisches Buch in proprietärem
This book introduces algorithms for fast, accurate pricing of derivative contracts. These are developed in classical Black-Scholes markets, and extended to models based on multiscale stochastic volatility, to Lévy, additive and classes of Feller processes.
85,59 € inkl. MwSt.
Recommended Retail Price
kostenloser Versand
sofort lieferbar - Lieferzeit 1-3 Werktage
Computational Methods for Quantitative Finance
Finite Element Methods for Derivative Pricing
Produktform: Buch / Einband - flex.(Paperback)
This book introduces algorithms for fast, accurate pricing of derivative contracts. These are developed in classical Black-Scholes markets, and extended to models based on multiscale stochastic volatility, to Lévy, additive and classes of Feller processes.
85,59 € inkl. MwSt.
kostenloser Versand
lieferbar - Lieferzeit 10-15 Werktage
Computational Methods for Quantitative Finance
Finite Element Methods for Derivative Pricing
Produktform: Buch / Einband - fest (Hardcover)
This book introduces algorithms for fast, accurate pricing of derivative contracts. These are developed in classical Black-Scholes markets, and extended to models based on multiscale stochastic volatility, to Lévy, additive and classes of Feller processes.
117,69 € inkl. MwSt.
kostenloser Versand
lieferbar - Lieferzeit 10-15 Werktage
Lévy Matters I
Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance
Produktform: E-Buch Text Elektronisches Buch in proprietärem
Focusing on the breadth of the topic, this volume explores Lévy processes and applications, and presents the state-of-the-art in this evolving area of study. These expository articles help to disseminate important theoretical and applied research to those studying the field.
53,49 € inkl. MwSt.
Recommended Retail Price
kostenloser Versand
sofort lieferbar - Lieferzeit 1-3 Werktage
Lévy Matters I
Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance
Produktform: Buch / Einband - flex.(Paperback)
Focusing on the breadth of the topic, this volume explores Lévy processes and applications, and presents the state-of-the-art in this evolving area of study. These expository articles help to disseminate important theoretical and applied research to those studying the field.
53,49 € inkl. MwSt.
kostenloser Versand
lieferbar - Lieferzeit 10-15 Werktage