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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...
| Call Number: | Libro Electrónico |
|---|---|
| Corporate Author: | |
| Other Authors: | , , |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
New York, NY :
Springer US : Imprint: Springer,
2012.
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| Edition: | 1st ed. 2012. |
| Series: | Springer Proceedings in Mathematics & Statistics,
19 |
| Subjects: | |
| Online Access: | Texto Completo |