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Computational Methods for Quantitative Finance Finite Element Methods for Derivative Pricing /

Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This unified, non-Monte-C...

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Main Authors: Hilber, Norbert. (Author, http://id.loc.gov/vocabulary/relators/aut), Reichmann, Oleg. (http://id.loc.gov/vocabulary/relators/aut), Schwab, Christoph. (http://id.loc.gov/vocabulary/relators/aut), Winter, Christoph. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
Edition:1st ed. 2013.
Series:Springer Finance,
Subjects:
Economics, Mathematical .
Numerical analysis.
Probabilities.
Quantitative Finance.
Numerical Analysis.
Probability Theory and Stochastic Processes.
Online Access:https://doi.org/10.1007/978-3-642-35401-4

Internet

https://doi.org/10.1007/978-3-642-35401-4

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