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Computational Methods for Quantitative Finance

Language EnglishEnglish
Book Hardback
Book Computational Methods for Quantitative Finance Norbert Hilber
Libristo code: 01255985
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, February 2013
This book introduces algorithms for fast, accurate pricing of derivative contracts. These are develo... Full description
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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.

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About the book

Full name Computational Methods for Quantitative Finance
Author Norbert Hilber
Language English
Binding Book - Hardback
Date of issue 2013
Number of pages 299
EAN 9783642354007
ISBN 3642354009
Libristo code 01255985
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight 602
Dimensions 162 x 244 x 22

Categories

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Numerical analysis
Mathematics & Science > Mathematics > Optimization > Game theory
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
Economics, Finance, Business & Management > Finance & accounting
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