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Kniha Computational Methods for Quantitative Finance Norbert Hilber

Computational Methods for Quantitative Finance

Autor: Norbert Hilber
Jazyk: Angličtina
Väzba: Pevná
Vydavateľ: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Dostupnosť: Skladom u dodávateľa
Odosielame za 10-13 dní
107.32 €
This book introduces algorithms for fast, accurate pricing of derivative contracts. These are develo...

Informácie o knihe

Autor
Norbert Hilber
Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
2013
Stránok
299
EAN
9783642354007
ISBN
3642354009
Enbook ID
01255985
Vydavateľ
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Hmotnosť
602
Rozmery
162 x 244 x 22

Kompletný 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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