Hilber Norbert (43 results)
Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph
Language: English
Published by Springer, 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Computational Methods for Quantitative Finance
Norbert Hilber, Oleg Reichmann, Christoph Schwab, Christoph Winter
Language: English
Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Language: English
Published by Springer 2015-03, 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph
Language: English
Published by Springer, 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Computational Methods for Quantitative Finance
Norbert Hilber|Oleg Reichmann|Christoph Schwab|Christoph Winter
Language: English
Published by Springer Berlin Heidelberg, 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph
Language: English
Published by Springer, 2013
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Hardcover
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Language: English
Published by Springer, 2013
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Hardcover
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Condition: New. pp. 316.
Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)
Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph
Language: English
Published by Springer, 2013
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Hardcover
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Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph
Language: English
Published by Springer, 2013
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Hardcover
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Language: English
Published by Springer, 2013
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Hardcover
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Condition: New. pp. 316 57 Illus. (48 Col.).
More imagesLanguage: English
Published by Springer, 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Taschenbuch. Condition: Neu. Computational Methods for Quantitative Finance | Finite Element Methods for Derivative Pricing | Norbert Hilber (u. a.) | Taschenbuch | xiii | Englisch | 2015 | Springer | EAN 9783642435324 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]har…tmann[at]springer[dot]com | Anbieter: preigu.
Language: English
Published by Springer, Springer Gabler, 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 co…ntracts 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 Lévy and stochastic volatility models. It allows us e.g. to quantify model risk in computed prices on plain vanilla, as well as on various types of exotic contracts. The algorithms are developed in classical Black-Scholes markets, and then extended to market models based on multiscale stochastic volatility, to Lévy, additive and certain classes of Feller processes. This book is intended for graduate students and researchers, as well as for practitioners in the fields of quantitative finance and applied and computational mathematics with a solid background in mathematics, statistics or economics.
Computational Methods for Quantitative Finance
Norbert Hilber|Oleg Reichmann|Christoph Schwab|Christoph Winter
Language: English
Published by Springer Berlin Heidelberg, 2013
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Hardcover
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Computational Methods for Quantitative Finance
Norbert Hilber, Oleg Reichmann, Christoph Schwab, Christoph Winter
Language: English
Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing
Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph
Language: English
Published by Springer, 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph
Language: English
Published by Springer, 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)
Hilber, Norbert, Reichmann, Oleg, Schwab, Christoph, Winter,
Language: English
Published by Springer, 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing
Hilber, Norbert/ Reichmann, Oleg/ Schwab, Christoph/ Winter, Christoph
Language: English
Published by Springer Verlag, 2013
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Hardcover
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Hardcover. Condition: Brand New. 2013 edition. 312 pages. 9.61x6.30x0.87 inches. In Stock.
Language: English
Published by Springer, 2013
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Hardcover
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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 Lévy and stochastic volatility models. It allows us e.g. to quantify model risk in computed prices on plain vanilla, as well as on various types of exotic contracts. The algorithms are developed in classical Black-Scholes markets, and then extended to market models based on multiscale stochastic volatility, to Lévy, additive and certain classes of Feller processes. This book is intended for graduate students and researchers, as well as for practitioners in the fields of quantitative finance and applied and computational mathematics with a solid background in mathematics, statistics or economics.
Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph
Language: English
Published by Springer, 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph
Language: English
Published by Springer, 2013
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Hardcover
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Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)
Hilber, Norbert, Reichmann, Oleg, Schwab, Christoph, Winter,
Language: English
Published by Springer, 2013
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Hardcover
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Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph
Language: English
Published by Springer, 2013
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Hardcover
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Condition: New. 1. Aufl. 2023 edition NO-PA16APR2015-KAP.
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Das Buch behandelt die Bewertung von Derivaten und strukturierten Produkten im Equity- und Zinsmarkt (Standard und Exotische Optionen) durch numerisches Lösen der entsprechenden Pricing-Gleichungen für eine Vielfalt von Modellen (Black-Scholes, lok…ale- und stochastische Volatilität, Sprungmodelle). Die Kalibrierung dieser Modelle an Marktdaten sowie die hierzu benötigte Berechnung der 'Greeks' werden ebenso behandelt. Die Konstruktion von Zinskurven, die Berechnung von Ausfallwahrscheinlichkeiten sowie die Bewertung von CDS runden den Text ab. Alle Berechnungen werden in Python durchgeführt, die dazugehörigen entwickelten Python-Routinen werden im Text abgebildet. Zu jedem der 15 Kapitel gibt es theoretische Aufgaben sowie Programmieraufgaben mit vollständigen Lösungswegen im Anhang, der zusätzlich eine kurze Einführung in Python liefert. Technische und theoretische Aspekte, die den Lesefluss stören, aber für den Text allgemein wichtig sind, werden ebenso im Anhang zu Verfügung gestel.
- Softcover
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Taschenbuch. Condition: Neu. Bewertung von Finanzderivaten mit Python | Derivate, Modelle, Methoden | Norbert Hilber | Taschenbuch | xvi | Deutsch | 2023 | Springer Gabler | EAN 9783658392093 | Verantwortliche Person für die EU: Springer Gabler in Springer Science + Business Media, Tiergartenstr. 15-17, 69121 Heidelberg, juergen…[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
- Softcover
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Condition: Hervorragend. Zustand: Hervorragend | Seiten: 844 | Sprache: Deutsch | Produktart: Bücher | Das Buch behandelt die Bewertung von Derivaten und strukturierten Produkten im Equity- und Zinsmarkt (Standard und Exotische Optionen) durch numerisches Lösen der entsprechenden Pricing-Gleichungen für eine Vielfalt von Modelle…n (Black-Scholes, lokale- und stochastische Volatilität, Sprungmodelle). Die Kalibrierung dieser Modelle an Marktdaten sowie die hierzu benötigte Berechnung der ¿Greeks¿ werden ebenso behandelt. Die Konstruktion von Zinskurven, die Berechnung von Ausfallwahrscheinlichkeiten sowie die Bewertung von CDS runden den Text ab. Alle Berechnungen werden in Python durchgeführt, die dazugehörigen entwickelten Python-Routinen werden im Text abgebildet. Zu jedem der 15 Kapitel gibt es theoretische Aufgaben sowie Programmieraufgaben mit vollständigen Lösungswegen im Anhang, der zusätzlich eine kurze Einführung in Python liefert. Technische und theoretische Aspekte, die den Lesefluss stören, aber für den Text allgemein wichtig sind, werden ebenso im Anhang zu Verfügung gestel.
Der Orientteppich und seine Muster : die Bestimmung orientalischer Knüpfteppiche anhand ihrer Muster, Symbole und Qualitätsmerkmale [The oriental carpet : a history and guide to traditional motifs, patterns, and symbols. German; Oriental carpet design : a guide to traditional motifs, patterns, and symbols. German] Indentifizierung eines Orientteppichs anhand des Musters; Provenienzbestimmung durch den Fachmann; Struktur; Farben; Vom Wert der Orientteppiche; Teppichgrossen und ihre Bezeichnungen; Bemerkungen zur Knupfdichte; Daten und Signaturen auf Teppichen; Neue China-Teppiche : Anmerkungen zur Struktur; Der historische Ursprung von Teppichen und Teppichmustern; Neue orientalische Kopien persischer Muster; Symbolik
Ford, P. R.J. ; Schwartz, Leonore ; Ford, Jim. [photos, Olga Ford, Christina Paris, Hans Hassler, Norbert Kirchhoff, Richard Lannoy, Rene Bersier, Leo Hilber, Heinz Pelzer, Richard Ringrose, Roger Wood]
Language: German
Published by Augsburg : Weltbild Verlag ; Bussesche Verlagshandlung, Hereford ; Umschlaggestaltung, Adolf Bachmann, Reischach ; Umschlagbild, Bohmler Einrichtungshaus, Munchen ; Gesamtherstellung, Delo, Tiskarna, Ljubliana, 1995, 1995
- Hardcover
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Hardcover. Condition: Fine. Dust Jacket Condition: Fine. 352 pp ; Text in German ; Originally published: The oriental carpet. New York : Abrams, 1981./ "With over 800 illustrations, 400 in color." ; ISBN: 389350740X 9783893507405 ; originally published by Thames and Hudson in the uK and Abrams in the US ; "In this comprehensive…survey, P. R. J. Ford shows readers how to recognize the different structural and design features of oriental rugs and carpets. The designs are grouped according to their essential characteristics. This approach illuminates the cultural background of each, revealing at once the similarities and the differences between the various carpet-weaving areas. Illustrations of modern types, with descriptions of their key characteristics, construction, materials, sizes, colors, and of the clues that establish a rug's precise origins, appear together with a balanced appraisal of the qualities of modern production from towns, villages, and tribal areas. Extensive cross-referencing and detailed indexes make this an invaluable reference guide for dealers and collectors" ; slight crease on title page ; Contents: Indentifizierung eines Orientteppichs anhand des Musters -- Provenienzbestimmung durch den Fachmann -- Struktur -- Farben -- Vom Wert der Orientteppiche -- Teppichgrossen und ihre Bezeichnungen -- Bemerkungen zur Knupfdichte -- Daten und Signaturen auf Teppichen -- Neue China-Teppiche : Anmerkungen zur Struktur -- Der historische Ursprung von Teppichen und Teppichmustern -- Neue orientalische Kopien persischer Muster -- Symbolik in orientalischen Teppichmustern -- Schreibweise und Aussprache von Ortsnamen -- Borduren -- Universelle Muster -- Das Boteh -- Florale Botehs -- Das Herati-Muster -- Baum-muster -- Vasenmuster -- Gebetsteppichmuster -- Garten- und Feldermuster -- Bildmuster/Tier- und Vogelmuster -- Geometrische Muster -- Geometrische Muster : mehrere Medallions -- Geometrische Muster -- Medallion, offener Spiegel -- Geometrische Muster, Medallion offener Spiegel -- Geometrische Muster, Medallion, bedektes Innenfeld -- Florale Muster -- Florale Muster -- Florale Muster, bedecktes Innenfeld -- Florale Muster, Medallion, offener Spiegal -- Florale durchgemusterte Teppiche -- Literatur-Nachweis -- Karten -- Verzeichnis aller abgebildeten Teppichprvenienzen -- Stichwortreister ; [Translated chapters: How to identify an Oriental carpet by its design ; Rug identification : the professional approach ; Structure ; The colours ; Values of Oriental carpets ; Carpet sizes and names ; A note on knot counts ; Dates and signatures in carpets ; New Chinese carpets : structural note ; The historical origins of carpets and carpet designs ; New Oriental copies of Persian designs ; Symbolism in Oriental carpet design ; Pronunciation of place names -- Border designs -- Universal designs. The boteh ; The Herati pattern ; Tree designs ; Vase designs ; Prayer-rug ; Garden and panel designs ; Picture designs : animal and bird designs -- Geometric designs. Geometric all-over designs ; Geometric repeating medallion designs ; Geometric medallion/all-over designs -- Floral designs. Floral medallion ; exhaustive and encyclopedic ; large heavy volume ; FINE/FINE. Book.
Language: English
Published by Springer, 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Language: English
Published by Springer Berlin Heidelberg Mrz 2015, 2015
Series: Springer Finance, Book 42 of 53. Book 42 of 53 - Springer Finance
- Softcover
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 Lévy and stochastic volatility models. It allows us e.g. to quantify model risk in computed prices on plain vanilla, as well as on various types of exotic contracts. The algorithms are developed in classical Black-Scholes markets, and then extended to market models based on multiscale stochastic volatility, to Lévy, additive and certain classes of Feller processes. This book is intended for graduate students and researchers, as well as for practitioners in the fields of quantitative finance and applied and computational mathematics with a solid background in mathematics, statistics or economics. 316 pp. Englisch.
