Hilber Norbert (43 results)
Computational Methods for Quantitative Finance
Norbert Hilber, Oleg Reichmann, Christoph Schwab, Christoph Winter
Language: English
Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph
Language: English
Published by Springer 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)
Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph
Language: English
Published by Springer 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Language: English
Published by Springer 2015-03 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph
Language: English
Published by Springer 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Computational Methods for Quantitative Finance
Norbert Hilber|Oleg Reichmann|Christoph Schwab|Christoph Winter
Language: English
Published by Springer Berlin Heidelberg 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)
Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph
Language: English
Published by Springer 2013
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Hardcover
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Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph
Language: English
Published by Springer 2013
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Hardcover
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Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph
Language: English
Published by Springer 2013
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Hardcover
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Language: English
Published by Springer 2013
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Hardcover
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Condition: New. pp. 316.
Language: English
Published by Springer 2013
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Hardcover
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Condition: New. pp. 316 57 Illus. (48 Col.).
More imagesLanguage: English
Published by Springer 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Taschenbuch. Condition: Neu. Computational Methods for Quantitative Finance | Finite Element Methods for Derivative Pricing | Norbert Hilber (u. a.) | Taschenbuch | xiii | Englisch | 2015 | Springer | EAN 9783642435324 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]har…tmann[at]springer[dot]com | Anbieter: preigu.
Computational Methods for Quantitative Finance
Norbert Hilber|Oleg Reichmann|Christoph Schwab|Christoph Winter
Language: English
Published by Springer Berlin Heidelberg 2013
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Hardcover
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Language: English
Published by Springer, Springer Gabler 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Taschenbuch. 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 co…ntracts 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.
Computational Methods for Quantitative Finance
Norbert Hilber, Oleg Reichmann, Christoph Schwab, Christoph Winter
Language: English
Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing
Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph
Language: English
Published by Springer 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Condition: New. pp. 316.
Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph
Language: English
Published by Springer 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)
Hilber, Norbert, Reichmann, Oleg, Schwab, Christoph, Winter,
Language: English
Published by Springer 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing
Hilber, Norbert/ Reichmann, Oleg/ Schwab, Christoph/ Winter, Christoph
Language: English
Published by Springer Verlag 2013
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Hardcover
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Hardcover. Condition: Brand New. 2013 edition. 312 pages. 9.61x6.30x0.87 inches. In Stock.
Language: English
Published by Springer, Springer Gabler 2013
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Hardcover
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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.
Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph
Language: English
Published by Springer 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph
Language: English
Published by Springer 2013
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Hardcover
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Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)
Hilber, Norbert, Reichmann, Oleg, Schwab, Christoph, Winter,
Language: English
Published by Springer 2013
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Hardcover
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Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph
Language: English
Published by Springer 2013
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Hardcover
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Condition: New. 1. Aufl. 2023 edition NO-PA16APR2015-KAP.
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Das Buch behandelt die Bewertung von Derivaten und strukturierten Produkten im Equity- und Zinsmarkt (Standard und Exotische Optionen) durch numerisches Lösen der entsprechenden Pricing-Gleichungen für eine Vielfalt von Modellen (Black-Scholes, lok…ale- und stochastische Volatilität, Sprungmodelle). Die Kalibrierung dieser Modelle an Marktdaten sowie die hierzu benötigte Berechnung der 'Greeks' werden ebenso behandelt. Die Konstruktion von Zinskurven, die Berechnung von Ausfallwahrscheinlichkeiten sowie die Bewertung von CDS runden den Text ab. Alle Berechnungen werden in Python durchgeführt, die dazugehörigen entwickelten Python-Routinen werden im Text abgebildet. Zu jedem der 15 Kapitel gibt es theoretische Aufgaben sowie Programmieraufgaben mit vollständigen Lösungswegen im Anhang, der zusätzlich eine kurze Einführung in Python liefert. Technische und theoretische Aspekte, die den Lesefluss stören, aber für den Text allgemein wichtig sind, werden ebenso im Anhang zu Verfügung gestel.
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Taschenbuch. Condition: Neu. Bewertung von Finanzderivaten mit Python | Derivate, Modelle, Methoden | Norbert Hilber | Taschenbuch | xvi | Deutsch | 2023 | Springer Gabler | EAN 9783658392093 | Verantwortliche Person für die EU: Springer Gabler in Springer Science + Business Media, Tiergartenstr. 15-17, 69121 Heidelberg, juergen…[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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Condition: Hervorragend. Zustand: Hervorragend | Seiten: 844 | Sprache: Deutsch | Produktart: Bücher | Das Buch behandelt die Bewertung von Derivaten und strukturierten Produkten im Equity- und Zinsmarkt (Standard und Exotische Optionen) durch numerisches Lösen der entsprechenden Pricing-Gleichungen für eine Vielfalt von Modelle…n (Black-Scholes, lokale- und stochastische Volatilität, Sprungmodelle). Die Kalibrierung dieser Modelle an Marktdaten sowie die hierzu benötigte Berechnung der ¿Greeks¿ werden ebenso behandelt. Die Konstruktion von Zinskurven, die Berechnung von Ausfallwahrscheinlichkeiten sowie die Bewertung von CDS runden den Text ab. Alle Berechnungen werden in Python durchgeführt, die dazugehörigen entwickelten Python-Routinen werden im Text abgebildet. Zu jedem der 15 Kapitel gibt es theoretische Aufgaben sowie Programmieraufgaben mit vollständigen Lösungswegen im Anhang, der zusätzlich eine kurze Einführung in Python liefert. Technische und theoretische Aspekte, die den Lesefluss stören, aber für den Text allgemein wichtig sind, werden ebenso im Anhang zu Verfügung gestel.
Language: English
Published by Springer 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Language: English
Published by Springer Berlin Heidelberg Mrz 2015 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Taschenbuch. 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.
