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    Lihat Lebih Banyak
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Ditemukan 1 dari pencarian Anda melalui kata kunci: author=Hilber, Norbert
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Computational methods for quantitative finance
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Hilber, Norbert

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 stochasti…

Edisi
Ed.1
ISBN/ISSN
9783642354014
Deskripsi Fisik
xiii, 299 hlm.
Judul Seri
-
No. Panggil
E806