𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Handbook of Computational Finance Volume 312 || Filtering Methods

✍ Scribed by Duan, Jin-Chuan; Härdle, Wolfgang Karl; Gentle, James E.


Book ID
115462240
Publisher
Springer Berlin Heidelberg
Year
2011
Weight
581 KB
Category
Article
ISBN
3642172547

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


[Springer Finance] Computational Methods
✍ Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph 📂 Article 📅 2013 🏛 Springer Berlin Heidelberg 🌐 German ⚖ 182 KB

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

[Springer Finance] Computational Methods
✍ Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph 📂 Article 📅 2013 🏛 Springer Berlin Heidelberg 🌐 German ⚖ 298 KB

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