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Computational Methods Quantitative Finance by Hilber Norbert (32 results)
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Computational Methods for Quantitative Finance
Book 42 of 53: Springer FinanceLanguage: English
Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2015
ISBN 10: 3642435327 ISBN 13: 9783642435324
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
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£ 66.16
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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
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Computational Methods for Quantitative Finance
Book 42 of 53: Springer FinanceLanguage: English
Published by Springer Berlin Heidelberg, 2015
ISBN 10: 3642435327 ISBN 13: 9783642435324
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
£ 96.88
£ 11.98 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
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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
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Condition: New.
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Condition: New. pp. 316.
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Condition: New. pp. 316 57 Illus. (48 Col.).
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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 FinanceLanguage: English
Published by Springer Berlin Heidelberg, 2013
ISBN 10: 3642354009 ISBN 13: 9783642354007
Condition: New.
-
Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Book 42 of 53: Springer FinanceLanguage: English
Published by Springer, Springer Gabler, 2015
ISBN 10: 3642435327 ISBN 13: 9783642435324
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.
-
Computational Methods for Quantitative Finance
Book 42 of 53: Springer FinanceLanguage: English
Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2015
ISBN 10: 3642435327 ISBN 13: 9783642435324
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
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Hardcover. Condition: Brand New. 2013 edition. 312 pages. 9.61x6.30x0.87 inches. In Stock.
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Paperback. Condition: Like New. Like New. book.
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Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Book 42 of 53: Springer FinanceLanguage: English
Published by Springer, Springer Gabler, 2013
ISBN 10: 3642354009 ISBN 13: 9783642354007
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.
-
Condition: As New. Unread book in perfect condition.
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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
£ 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.
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Condition: As New. Unread book in perfect condition.
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Computational Methods for Quantitative Finance
Book 42 of 53: Springer FinanceLanguage: English
Published by Springer Berlin Heidelberg Mrz 2015, 2015
ISBN 10: 3642435327 ISBN 13: 9783642435324
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
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.
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Condition: new. Questo è un articolo print on demand.
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Computational Methods for Quantitative Finance
Book 42 of 53: Springer FinanceLanguage: English
Published by Springer Berlin Heidelberg Feb 2013, 2013
ISBN 10: 3642354009 ISBN 13: 9783642354007
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Buch. 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.
-
Computational Methods for Quantitative Finance
Book 42 of 53: Springer FinanceLanguage: English
Published by Springer, Springer Gabler Mär 2015, 2015
ISBN 10: 3642435327 ISBN 13: 9783642435324
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. 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.żSpringer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 316 pp. Englisch.
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Condition: New. Print on Demand pp. 316.
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Condition: New. PRINT ON DEMAND pp. 316.
