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Financial Modeling

A Backward Stochastic Differential Equations Perspective

Produktform: Buch / Einband - fest (Hardcover)

This book examines financial modeling and computational finance from a BSDE perspective, presenting a unified view of the pricing and hedging theory across all asset classes as well as a review of quantitative finance tools.

Verlag: Springer Berlin, Auflage 1, 459 Seiten

Erscheinungsdatum: 19.06.2013

85,59 € inkl. MwSt.
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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.

Verlag: Springer Berlin, Auflage 1, 299 Seiten

Erscheinungsdatum: 07.03.2015

85,59 € inkl. MwSt.
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lieferbar - Lieferzeit 10-15 Werktage

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Discrete Time Series, Processes, and Applications in Finance

Produktform: Buch / Einband - flex.(Paperback)

This book surveys empirical properties of financial time series, discusses their mathematical basis, and describes uses in risk evaluation, option pricing or portfolio construction. The author introduces and assesses a range of processes against the benchmark.

Verlag: Springer Berlin, Auflage 1, 322 Seiten

Erscheinungsdatum: 15.10.2014

53,49 € inkl. MwSt.
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lieferbar - Lieferzeit 10-15 Werktage

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