Kniha Computational Methods for Quantitative Finance Norbert Hilber

Computational Methods for Quantitative Finance

Jazyk: Angličtina
Vazba: Brožovaná
Dostupnost: Skladem u dodavatele
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This book introduces algorithms for fast, accurate pricing of derivative contracts. These are develo...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
2015
Stránek
299
EAN
9783642435324
ISBN
3642435327
Enbook ID
17964901
Hmotnost
4803
Rozměry
155 x 235 x 17

Kompletní popis

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.

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