Items related to Computational Methods for Quantitative Finance: Finite...
Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance) - Hardcover
Synopsis
Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. 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. It allows us e.g. to quantify model risk in computed prices on plain vanilla, as well as on various types of exotic contracts. The algorithms are developed in classical Black-Scholes markets, and then extended to market models based on multiscale stochastic volatility, to Lévy, additive and certain classes of Feller processes.
This book is intended for graduate students and researchers, as well as for practitioners in the fields of quantitative finance and applied and computational mathematics with a solid background in mathematics, statistics or economics.
"synopsis" may belong to another edition of this title.
From the Back Cover
Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. 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. It allows us e.g. to quantify model risk in computed prices on plain vanilla, as well as on various types of exotic contracts. The algorithms are developed in classical Black-Scholes markets, and then extended to market models based on multiscale stochastic volatility, to Lévy, additive and certain classes of Feller processes.
The volume is intended for graduate students and researchers, as well as for practitioners in the fields of quantitative finance and applied and computational mathematics with a solid background in mathematics, statistics or economics.
"About this title" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for Computational Methods for Quantitative Finance: Finite...
Stock Image
Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Mar3113020224919
Quantity: Over 20 available
Stock Image
Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9783642354007_new
Quantity: Over 20 available
Stock Image
Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)
Seller: California Books, Miami, FL, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # I-9783642354007
Quantity: Over 20 available
Seller Image
Computational Methods for Quantitative Finance
Published by
Springer Berlin Heidelberg Feb 2013, 2013
ISBN 10: 3642354009
ISBN 13: 9783642354007
New
Hardcover
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. 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. It allows us e.g. to quantify model risk in computed prices on plain vanilla, as well as on various types of exotic contracts. The algorithms are developed in classical Black-Scholes markets, and then extended to market models based on multiscale stochastic volatility, to Lévy, additive and certain classes of Feller processes. This book is intended for graduate students and researchers, as well as for practitioners in the fields of quantitative finance and applied and computational mathematics with a solid background in mathematics, statistics or economics. 316 pp. Englisch. Seller Inventory # 9783642354007
Quantity: 2 available
Seller Image
Computational Methods for Quantitative Finance
Published by
Springer Berlin Heidelberg, 2013
ISBN 10: 3642354009
ISBN 13: 9783642354007
New
Hardcover
Seller: moluna, Greven, Germany
Seller rating 5 out of 5 stars
Gebunden. Condition: New. Seller Inventory # 5057949
Quantity: Over 20 available
Seller Image
Computational Methods for Quantitative Finance
Published by
Springer Berlin Heidelberg, Springer Berlin Heidelberg Feb 2013, 2013
ISBN 10: 3642354009
ISBN 13: 9783642354007
New
Hardcover
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Buch. Condition: Neu. Neuware -Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. 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. It allows us e.g. to quantify model risk in computed prices on plain vanilla, as well as on various types of exotic contracts. The algorithms are developed in classical Black-Scholes markets, and then extended to market models based on multiscale stochastic volatility, to Lévy, additive and certain classes of Feller processes.This book is intended for graduate students and researchers, as well as for practitioners in the fields of quantitative finance and applied and computational mathematics with a solid background in mathematics, statistics or economics.¿Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 316 pp. Englisch. Seller Inventory # 9783642354007
Quantity: 2 available
Seller Image
Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Published by
Springer Berlin Heidelberg, 2013
ISBN 10: 3642354009
ISBN 13: 9783642354007
New
Hardcover
Seller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. 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. It allows us e.g. to quantify model risk in computed prices on plain vanilla, as well as on various types of exotic contracts. The algorithms are developed in classical Black-Scholes markets, and then extended to market models based on multiscale stochastic volatility, to Lévy, additive and certain classes of Feller processes. This book is intended for graduate students and researchers, as well as for practitioners in the fields of quantitative finance and applied and computational mathematics with a solid background in mathematics, statistics or economics. Seller Inventory # 9783642354007
Quantity: 1 available
Stock Image
Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing
Seller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Hardcover. Condition: Brand New. 2013 edition. 312 pages. 9.61x6.30x0.87 inches. In Stock. Seller Inventory # x-3642354009
Quantity: 2 available
Stock Image
Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)
Seller: Mispah books, Redhill, SURRE, United Kingdom
Seller rating 4 out of 5 stars
Hardcover. Condition: Like New. Like New. book. Seller Inventory # ERICA75836423540095
Quantity: 1 available