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Computational Methods for Quantitative Finance

Name: Computational Methods for Quantitative Finance
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 01255985
Price: 115.59 EUR
Availability: InStock
Author: Norbert Hilber
ISBN: 9783642354007

Norbert Hilber

Language

English

Book Hardback

Libristo code: 01255985

Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, February 2013

This book introduces algorithms for fast, accurate pricing of derivative contracts. These are develo... Full description

Libristo code: 01255985

283 b

115.59 € VAT included

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This book introduces algorithms for fast, accurate pricing of derivative contracts. These are developed in classical Black-Scholes markets, and extended to models based on multiscale stochastic volatility, to Lévy, additive and classes of Feller processes.