Cargando…
Topics in Numerical Methods for Finance
Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then develo...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor Corporativo: | |
| Otros Autores: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York, NY :
Springer US : Imprint: Springer,
2012.
|
| Edición: | 1st ed. 2012. |
| Colección: | Springer Proceedings in Mathematics & Statistics,
19 |
| Temas: | |
| Acceso en línea: | Texto Completo |