Computational Methods for Quantitative Finance Finite Element Methods for Derivative Pricing /

• Κύριοι συγγραφείς: Hilber, Norbert (Συγγραφέας), Reichmann, Oleg (Συγγραφέας), Schwab, Christoph (Συγγραφέας), Winter, Christoph (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
• Σειρά: Springer Finance,
• Θέματα: Mathematics.; Economics, Mathematical.; Numerical analysis.; Probabilities.; Quantitative Finance.; Numerical Analysis.; Probability Theory and Stochastic Processes.

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...