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...
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| Other Authors: | , , |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2013.
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| Series: | Springer Finance
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| Subjects: | |
| Online Access: | Click here to view the full text content |
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