Computational finance: numerical methods
โ George Levy DPhil University of Oxford
๐ Library
๐
2004
๐ Elsevier Butterworth-Heinemann
๐ English
โฆ LIBER โฆ
๐
Numerical methods for finance
โ Scribed by John Miller, David Edelman, John Appleby
- Publisher
- Chapman & Hall/CRC
- Year
- 2008
- Tongue
- English
- Leaves
- 312
- Series
- Chapman & Hall/CRC financial mathematics series
- Edition
- 1
- Category
- Library
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<p><p>Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then