[PDF.37ya] Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)

Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)

[PDF.en00] Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)

Computational Methods for Quantitative  Norbert Hilber, Oleg Reichmann, Christoph Schwab, Christoph Winter epub
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 | #3416383 in Books |  2013-02-16 | Original language:English | PDF # 1 |  9.20 x.90 x6.10l,1.25 | File type: PDF | 299 pages

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|| ||From the book reviews:“This book … covers mainly finite element methods for derivative pricing. The book is divided into two parts: ‘Basic Techniques and Models’ and ‘Advanced Techniques and Models’. This partition makes t

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-Carlo computational pricing methodology is capable of handling rather general classes of stochastic market models with jumps, including, in particular, all currently used L&...

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