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

Computational Methods for Quantitative F

📁 Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing

✍ Norbert Hilber, Oleg Reichmann, Christoph Schwab, Christoph Winter 📂 Library 📅 2013 🏛 Springer 🌐 English

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

Computational Methods for Quantitative F

📁 Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)

✍ Norbert Hilber, Oleg Reichmann, Christoph Schwab, Christoph Winter 📂 Library 📅 2013 🏛 Springer 🌐 English

<p><span>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, no

Quantitative Methods in Derivatives Pric

📁 Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance

✍ Domingo Tavella 📂 Library 📅 2002 🏛 Wiley 🌐 English

This book seems to have been written for mathematical finance experts...but then what's the point? If you already know the stuff, why bother buying a book you already know everything about?

Quantitative Methods in Derivatives Pric

📁 Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance

✍ Domingo Tavella 📂 Library 📅 2002 🏛 Wiley 🌐 English

This book presents a cogent description of the main methodologies used in derivatives pricing. Starting with a summary of the elements of Stochastic Calculus, Quantitative Methods in Derivatives Pricing develops the fundamental tools of financial engineering, such as scenario generation, simulation

Computational finance: numerical methods

📁 Computational finance: numerical methods for pricing financial instruments

✍ George Levy DPhil University of Oxford 📂 Library 📅 2004 🏛 Elsevier Butterworth-Heinemann 🌐 English

Quantitative Methods in Derivatives Pric

📁 Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance (Wiley Finance)

✍ Domingo Tavella 📂 Library 📅 2002 🏛 Wiley 🌐 English

This book presents a cogent description of the main methodologies used in derivatives pricing. Starting with a summary of the elements of Stochastic Calculus, Quantitative Methods in Derivatives Pricing develops the fundamental tools of financial engineering, such as scenario generation, simulation