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Computational Methods for Quantitative Finance
- Finite Element Methods for Derivative Pricing
Engelsk
Bogcover for Computational Methods for Quantitative Finance af Norbert Hilber, Christoph Schwab, Oleg Reichmann, Christoph Winter, 9783642435324
Specifikationer
Sprog:
Engelsk
Sider:
299
ISBN-13:
9783642435324
Indbinding:
Paperback
ISBN-10:
3642435327
Kategori:
Udg. Dato:
7 mar 2015
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
7 mar 2015

Computational Methods for Quantitative Finance

- Finite Element Methods for Derivative Pricing
Engelsk
Paperback 2015
Format:

Bog beskrivelse
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.
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Specifikationer
Sprog:
Engelsk
Sider:
299
ISBN-13:
9783642435324
Indbinding:
Paperback
ISBN-10:
3642435327
Kategori:
Udg. Dato:
7 mar 2015
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
7 mar 2015
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