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 |
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Autor Corporativo: | |
Otros Autores: | , , |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
New York, NY :
Springer US : Imprint: Springer,
2012.
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Edición: | 1st ed. 2012. |
Colección: | Springer Proceedings in Mathematics & Statistics,
19 |
Temas: | |
Acceso en línea: | Texto Completo |