Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing - Springer Finance - Norbert Hilber - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642435324 - March 7, 2015
In case cover and title do not match, the title is correct

Norbert Hilber
Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing - Springer Finance 2013 edition

Price
NZ$ 146.50
excl. VAT

Ordered from remote warehouse

Expected delivery Jul 23 - Aug 4

Our customers say:

14-day return policy in accordance with European consumer protection law
Top ranking on Trustpilot
Add to your iMusic wish list

Not rated yet

Also available as:

This unified, non-Monte-Carlo computational pricing methodology is capable of handling rather general classes of stochastic market models with jumps, including, in particular, all currently used Lévy and stochastic volatility models.

299 pages, 47 Illustrations, color; 9 Illustrations, black and white; XIII, 299 p. 56 illus., 47 ill

Media Books     Paperback Book   (Book with soft cover and glued back)
Released March 7, 2015
ISBN13 9783642435324
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 299
Dimensions 155 × 235 × 17 mm   ·   444 g
Language German  

Mere med samme udgiver

See all of Norbert Hilber ( e.g. Hardcover Book and Paperback Book )