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Computational Methods Quantitative Finance by Hilber Norbert (37 results)
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Hardcover. Condition: Very Good. Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. .
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Hardcover. Condition: Very Good. Shipped within 24 hours from our UK warehouse. Clean, undamaged book with no damage to pages and minimal wear to the cover. Spine still tight, in very good condition. Remember if you are not happy, you are covered by our 100% money back guarantee.
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Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)
Book 42 of 53: Springer FinanceSeller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 64.30
£ 11.98 shipping
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Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Book 42 of 53: Springer FinanceSeller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
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Computational Methods for Quantitative Finance
Book 42 of 53: Springer FinancePublished by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2015
ISBN 10: 3642435327 ISBN 13: 9783642435324
Language: English
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: New.
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Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)
Book 42 of 53: Springer FinanceSeller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 94.30
£ 11.98 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
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Computational Methods for Quantitative Finance
Book 42 of 53: Springer FinancePublished by Springer Berlin Heidelberg, 2015
ISBN 10: 3642435327 ISBN 13: 9783642435324
Language: English
Condition: New.
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Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Book 42 of 53: Springer FinanceSeller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New.
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Computational Methods for Quantitative Finance
Book 42 of 53: Springer FinancePublished by Springer Berlin Heidelberg, Springer Berlin Heidelberg Mär 2015, 2015
ISBN 10: 3642435327 ISBN 13: 9783642435324
Language: English
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. 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.¿Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 316 pp. Englisch.
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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]hartmann[at]springer[dot]com | Anbieter: preigu.
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Computational Methods for Quantitative Finance
Book 42 of 53: Springer FinancePublished by Springer Berlin Heidelberg, 2013
ISBN 10: 3642354009 ISBN 13: 9783642354007
Language: English
Gebunden. Condition: New.
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Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Book 42 of 53: Springer FinancePublished by Springer Berlin Heidelberg, 2015
ISBN 10: 3642435327 ISBN 13: 9783642435324
Language: English
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 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.
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Condition: New. pp. 316.
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Computational Methods for Quantitative Finance
Book 42 of 53: Springer FinancePublished by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2015
ISBN 10: 3642435327 ISBN 13: 9783642435324
Language: English
Paperback. Condition: New.
-
-
Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Book 42 of 53: Springer FinanceSeller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
£ 135.99
£ 15 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: As New. Unread book in perfect condition.
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Paperback. Condition: Like New. Like New. book.
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Hardcover. Condition: Brand New. 2013 edition. 312 pages. 9.61x6.30x0.87 inches. In Stock.
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Computational Methods for Quantitative Finance
Book 42 of 53: Springer FinancePublished by Springer Berlin Heidelberg, Springer Berlin Heidelberg Feb 2013, 2013
ISBN 10: 3642354009 ISBN 13: 9783642354007
Language: English
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Buch. Condition: Neu. 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.¿Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 316 pp. Englisch.
-
Condition: As New. Unread book in perfect condition.
-
Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Book 42 of 53: Springer FinancePublished by Springer Berlin Heidelberg, 2013
ISBN 10: 3642354009 ISBN 13: 9783642354007
Language: English
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
Book 42 of 53: Springer FinanceSeller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
£ 155.99
£ 15 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: As New. Unread book in perfect condition.
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Hardcover. Condition: Like New. Like New. book.
