Computational Methods for Quantitative Finance 2024 pdf epub mobi 电子书

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发表于2024-07-07

Computational Methods for Quantitative Finance 2024 pdf epub mobi 电子书

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出版者:Springer

作者:Norbert Hilber

出品人:

页数:316

译者:

出版时间:2013-2-27

价格:GBP 48.99

装帧:Hardcover

isbn号码:9783642354007

丛书系列:

图书标签: 金融工程金融计算 Finance 金融量化 risk quant

Computational Methods for Quantitative Finance 2024 pdf epub mobi 电子书图书描述

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-Carlo computational pricing methodology is capable of handling rather general classes of stochastic market models with jumps, including, in particular, all currently used Levy and stochastic volatility models. It allows us e.g. to quantify model risk in computed prices on plain vanilla, as well as on various types of exotic contracts. The algorithms are developed in classical Black-Scholes markets, and then extended to market models based on multiscale stochastic volatility, to Levy, additive and certain classes of Feller processes. This book is intended for graduate students and researchers, as well as for practitioners in the fields of quantitative finance and applied and computational mathematics with a solid background in mathematics, statistics or economics.ai

Computational Methods for Quantitative Finance 2024 pdf epub mobi 电子书

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