Kód: 01255985
Computational Methods for Quantitative Finance
Autor Norbert Hilber
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 cl ... celý popis
- Jazyk:
Angličtina - Vazba: Pevná
- Počet stran: 299
Nakladatelství: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2013
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Více informací o knize Computational Methods for Quantitative Finance
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Anotace knihy
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.
Parametry knihy
Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Calculus & mathematical analysis
2533 Kč
- Plný název: Computational Methods for Quantitative Finance
- Autor: Norbert Hilber
- Jazyk: Angličtina
- Vazba: Pevná
- Počet stran: 299
- EAN: 9783642354007
- ISBN: 3642354009
- ID: 01255985
- Nakladatelství: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Hmotnost: 602 g
- Rozměry: 244 × 162 × 22 mm
- Datum vydání: 16. February 2013
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