Computational Methods for Quantitative Finance by Norbert Hilber

Computational Methods for Quantitative Finance by Norbert Hilber

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 Levy and stochastic volatility models.

From the book reviews:

“This book … covers mainly finite element methods for derivative pricingThe book is divided into two parts: ‘Basic Techniques and Models’ and ‘Advanced Techniques and Models’. This partition makes the book useful to a large number of readers, from beginners in the subject to more advanced students and researchers, specializing not only in applied mathematics but also in mathematical finance.” (Javier de Frutos, Mathematical Reviews, July, 2014)

Prof. Dr. Stefan Sauter, Universit�t Z�rich
Prof. Dr. Christoph Schwab, ETHZ Z�rich

SKU	Unavailable
ISBN 13	9783642354007
ISBN 10	3642354009
Title	Computational Methods for Quantitative Finance
Author	Norbert Hilber
Series	Springer Finance
Condition	Unavailable
Binding Type	Hardback
Publisher	Springer
Year published	2013-02-27
Number of pages	299
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.