Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing - Springer Finance - Norbert Hilber - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642435324 - March 7, 2015
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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 Lévy and stochastic volatility models.

299 pages, 47 Illustrations, color; 9 Illustrations, black and white; XIII, 299 p. 56 illus., 47 ill

Media Books     Paperback Book   (Book with soft cover and glued back)
Released March 7, 2015
ISBN13 9783642435324
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 299
Dimensions 155 × 235 × 17 mm   ·   444 g
Language German  

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