Topics in Numerical Methods for Finance
119.12 CHF
Versandkostenfrei
Lieferzeit: 7-14 Werktage
- Artikel-Nr.: 10366597
Beschreibung
On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance.- Moving Least Squares for Arbitrage-Free Price and Volatility Surfaces.- Solving Impulse Control Problems with Control Delays.- FIX: The Fear Index ? Measuring Market Fear.- American Option Pricing using Simulation and Regression: Numerical Convergence Results.- The COS Method for Pricing Options under Uncertain Volatility.- Fast Fourier Transform Option Pricing: Efficient Approximation Methods under Multi-Factor Stochastic Volatility and Jumps.- Pricing Credit Derivatives in a Wiener-Hopf Framework.- The Evaluation of Gas Swing Contracts with Regime Switching.- A Linear and Nonlinear Review of the Arbitrage-Free Parity Theory for the CDS and Bond Markets.
Eigenschaften
Breite: | 163 |
Gewicht: | 464 g |
Höhe: | 243 |
Länge: | 17 |
Seiten: | 204 |
Sprachen: | Englisch |
Autor: | Finbarr Murphy, John J.H. Miller, Mark Cummins |
Bewertung
Bewertungen werden nach Überprüfung freigeschaltet.
Zuletzt angesehen