Compartir
Computational Methods For Quantitative Finance: Finite Element Methods For Derivative Pricing (springer Finance) (en Inglés)
Norbert Hilber
(Autor)
·
Oleg Reichmann
(Autor)
·
Christoph Schwab
(Autor)
·
Springer
· Tapa Blanda
Computational Methods For Quantitative Finance: Finite Element Methods For Derivative Pricing (springer Finance) (en Inglés) - Hilber, Norbert ; Reichmann, Oleg ; Schwab, Christoph
$ 113.61
$ 189.36
Ahorras: $ 75.74
Elige la lista en la que quieres agregar tu producto o crea una nueva lista
✓ Producto agregado correctamente a la lista de deseos.
Ir a Mis Listas
Origen: Estados Unidos
(Costos de importación incluídos en el precio)
Se enviará desde nuestra bodega entre el
Miércoles 14 de Agosto y el
Miércoles 28 de Agosto.
Lo recibirás en cualquier lugar de Ecuador entre 1 y 3 días hábiles luego del envío.
Reseña del libro "Computational Methods For Quantitative Finance: Finite Element Methods For Derivative Pricing (springer Finance) (en Inglés)"
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.
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
Todos los libros de nuestro catálogo son Originales.
El libro está escrito en Inglés.
La encuadernación de esta edición es Tapa Blanda.
✓ Producto agregado correctamente al carro, Ir a Pagar.