Items related to Topics in Numerical Methods for Finance

Topics in Numerical Methods for Finance ISBN 13: 9781461434344

Topics in Numerical Methods for Finance - Softcover

 
9781461434344: Topics in Numerical Methods for Finance
Softcover
ISBN 10: 1461434343 ISBN 13: 9781461434344
Publisher: Springer, 2012

This specific ISBN edition is currently not available.

Synopsis

On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance.- Moving Least Squares for Arbitrage-Free Price and Volatility Surfaces.- Solving Impulse Control Problems with Control Delays.- FIX: The Fear Index ? Measuring Market Fear.- American Option Pricing using Simulation and Regression: Numerical Convergence Results.- The COS Method for Pricing Options under Uncertain Volatility.- Fast Fourier Transform Option Pricing: Efficient Approximation Methods under Multi-Factor Stochastic Volatility and Jumps.- Pricing Credit Derivatives in a Wiener-Hopf Framework.- The Evaluation of Gas Swing Contracts with Regime Switching.- A Linear and Nonlinear Review of the Arbitrage-Free Parity Theory for the CDS and Bond Markets.

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  • PublisherSpringer
  • Publication date2012
  • ISBN 10 1461434343
  • ISBN 13 9781461434344
  • BindingPaperback
  • LanguageEnglish

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Other Popular Editions of the Same Title

9781461434320: Topics in Numerical Methods for Finance: 19 (Springer Proceedings in Mathematics & Statistics, 19)

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ISBN 10:  1461434327 ISBN 13:  9781461434320
Publisher: Springer, 2012
Hardcover