Computational methods for quantitative finance : finite element methods for derivative pricing
Norbert Hilber ...
| Year of publication: |
2013
|
|---|---|
| Authors: | Hilber, Norbert ; Reichmann, Oleg ; Schwab, Christoph ; Winter, Christoph |
| Publisher: |
Heidelberg [u.a.] : Springer |
| Subject: | Finanzmathematik | Mathematical finance | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Theorie | Theory | Derivat <Wertpapier> | Preisbildung | Volatilität | Stochastisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | XIII, 299 S. graph. Darst. 235 mm x 155 mm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | 201301 |
| ISBN: | 3-642-35400-9 ; 978-3-642-35400-7 ; 978-3-642-35401-4 |
| Other identifiers: | 10.1007/978-3-642-35401-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009715312