Topics in numerical methods for finance
Areas of numerical finance covered include: valuation and risk management of exotic derivatives (path-dependency and/or early exercise features); integral transform methods, in particular Fourier and FFT; simulation methods; lattice methods; partial differential equation methods; algorithmic and sta...
| Other Authors: | Cummins, Mark, 1968-, Murphy, Finbarr., Miller, J. J. H. 1937-, SpringerLink (Online service) |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
New York :
Springer,
©2012.
|
| Physical Description: |
1 online resource. |
| Series: |
Springer proceedings in mathematics & statistics ;
v. 19. |
| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |