Computational methods for quantitative finance : finite element methods for derivative pricing /
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-C...
Saved in:
| Main Author: | |
|---|---|
| Corporate Author: | |
| Other Authors: | , , |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2013.
|
| Series: | Springer Finance
|
| Subjects: | |
| Online Access: | Click here to view the full text content |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
System Under Maintenance
Our Library Management System is currently under maintenance.
Holdings and item availability information is currently unavailable. Please accept our apologies for any inconvenience this may cause and contact us for further assistance: