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Computational Methods for Quantitative Finance

- Finite Element Methods for Derivative Pricing

Bag om Computational Methods for Quantitative 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 Levy and stochastic volatility models.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783642354007
  • Indbinding:
  • Hardback
  • Sideantal:
  • 299
  • Udgivet:
  • 16. februar 2013
  • Udgave:
  • 2013
  • Størrelse:
  • 244x162x22 mm.
  • Vægt:
  • 602 g.
  • BLACK WEEK
  Gratis fragt
Leveringstid: 8-11 hverdage
Forventet levering: 10. december 2024

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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.

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