Computational Methods for Quantitative Finance
Christoph Schwab, Christoph Winter, Norbert Hilber, Oleg Reichmann
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2015
98,50 €On orderDelivery: 2-3 weeks
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 Lévy and stochastic volatility models.
- ISBN-13
- 9783642435324
- ISBN-10
- 3642435327
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Year
- 2015
- Publication date
- 2015-03-07
- Pages
- 299
- Dimensions
- 235x155x