Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing - Springer Finance - Norbert Hilber - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642354007 - February 27, 2013
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Norbert Hilber
Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing - Springer Finance 2013 edition

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This unified, non-Monte-Carlo computational pricing methodology is capable of handling rather general classes of stochastic market models with jumps, including, in particular, all currently used Levy and stochastic volatility models.

285 pages, 9 black & white illustrations, 48 colour illustrations, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released February 27, 2013
ISBN13 9783642354007
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 299
Dimensions 162 × 244 × 22 mm   ·   589 g
Language German  

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