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 |
| Other Persons: | Reichmann, Oleg (contributor) ; Schwab, Christoph (contributor) ; Winter, Christoph (contributor) |
| 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] |
