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Schnelle numerische Verfahren zur Bewertung von europäischen Optionen in erweiterten Black-Scholes Marktmodellen
Popovici, Stefan Alex - 2002
Persistent link: https://www.econbiz.de/10001691707
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Numerical methods in finance : Bordeaux, June 2010
Carmona, René (ed.); Del Moral, Pierre (ed.); Hu, Peng (ed.) - 2012
Persistent link: https://www.econbiz.de/10009532927
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Numerical Methods in Computational Finance : A Partial Differential Equation (PDE/FDM) Approach
Duffy, Daniel J. - 2022
Cover -- Title Page -- Copyright -- Contents -- Preface -- Who Should Read this Book? -- PART A Mathematical Foundation for One‐Factor Problems -- CHAPTER 1 Real Analysis Foundations for this Book -- 1.1 Introduction and Objectives -- 1.2 Continuous Functions -- 1.2.1 Formal Definition of...
Persistent link: https://www.econbiz.de/10013171962
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Option theory with stochastic analysis : an introduction to mathematical finance
Benth, Fred Espen - 2004
Persistent link: https://www.econbiz.de/10001786485
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A structural framework for the pricing of corporate securities : economic and empirical issues
Genser, Michael - 2006
Persistent link: https://www.econbiz.de/10003042068
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Tools for computational finance
Seydel, Rüdiger - 2006 - 3. ed.
Persistent link: https://www.econbiz.de/10003301721
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Tools for computational finance
Seydel, Rüdiger - 2009 - 4. ed.
Persistent link: https://www.econbiz.de/10003801677
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Numerical solution of stochastic differential equations with jumps in finance
Platen, Eckhard - 2010 - 1. ed.
Persistent link: https://www.econbiz.de/10003934874
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Applications of operational research and mathematical models in management
Chalikias, Miltiadis (ed.) - 2020
published in the Mathematics Special Issue with the same title. All the published papers are of high quality and were subjected … to rigorous peer review. Mathematics is included in the Science Citation Index (Web of Science), and its current Impact …
Persistent link: https://www.econbiz.de/10012586619
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Editorial statement for mathematical finance
Wong, Wing Keung - In: Journal of risk and financial management : JRFM 13 (2020) 2/18, pp. 1-3
Mathematics plays a vital role in many areas of finance and provides the theories and tools that have been widely used …
Persistent link: https://www.econbiz.de/10012173994