Computational Methods for Quantitative Finance pdf epub mobi txt 电子书 下载 2024


Computational Methods for Quantitative Finance

简体网页||繁体网页
Norbert Hilber
Springer
2013-2-27
316
GBP 48.99
Hardcover
9783642354007

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


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发表于2024-11-22

Computational Methods for Quantitative Finance epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Computational Methods for Quantitative Finance epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Computational Methods for Quantitative Finance pdf epub mobi txt 电子书 下载 2024



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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

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