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Computational Methods Quantitative Finance by Hilber Norbert (27 results)
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Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)
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Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
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Computational Methods for Quantitative Finance
Published by Springer Berlin Heidelberg, 2015
ISBN 10: 3642435327 ISBN 13: 9783642435324
Language: English
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Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)
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Computational Methods for Quantitative Finance
Published by Springer Berlin Heidelberg, Springer Berlin Heidelberg Mär 2015, 2015
ISBN 10: 3642435327 ISBN 13: 9783642435324
Language: English
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Add to basketTaschenbuch. 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.
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Computational Methods for Quantitative Finance
Published by Springer Berlin Heidelberg, 2013
ISBN 10: 3642354009 ISBN 13: 9783642354007
Language: English
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Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Published by Springer Berlin Heidelberg, 2015
ISBN 10: 3642435327 ISBN 13: 9783642435324
Language: English
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Add to basketTaschenbuch. 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.
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Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
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Computational Methods for Quantitative Finance
Published by Springer Berlin Heidelberg, Springer Berlin Heidelberg Feb 2013, 2013
ISBN 10: 3642354009 ISBN 13: 9783642354007
Language: English
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Add to basketBuch. 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.
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Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Published by Springer Berlin Heidelberg, 2013
ISBN 10: 3642354009 ISBN 13: 9783642354007
Language: English
US$ 141.30
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Add to basketBuch. 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.
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Add to basketHardcover. Condition: Brand New. 2013 edition. 312 pages. 9.61x6.30x0.87 inches. In Stock.
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Computational Methods for Quantitative Finance
Published by Springer Berlin Heidelberg Mrz 2015, 2015
ISBN 10: 3642435327 ISBN 13: 9783642435324
Language: English
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
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Add to basketTaschenbuch. 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.
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Computational Methods for Quantitative Finance
Published by Springer Berlin Heidelberg Feb 2013, 2013
ISBN 10: 3642354009 ISBN 13: 9783642354007
Language: English
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
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Add to basketBuch. 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.
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