Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
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-C...
Enregistré dans:
| Auteurs principaux: | , , , |
|---|---|
| Format: | Livre numérique |
| Sprog: | Anglais |
| Udgivet: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Udgivelse: | 1st ed. 2013. |
| Serier: | Springer Finance
|
| Online adgang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Kommentar: |
Autre contribution : Christoph Winter (auteur) Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Computational methods for quantitative finance, finite element methods for derivative pricing, by Norbert Hilber, Oleg Reichmann, Christoph Schwab ... [et al.], Berlin, Heidelberg, Springer Berlin Heidelberg, 2013, 978-3-642-35400-7 • Computational Methods for Quantitative Finance, Texte imprimé, 9783642435324 • Computational Methods for Quantitative Finance, Texte imprimé, 9783642354021 |