Computational Methods for Quantitative Finance 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2025

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Norbert Hilber 作者

Springer

译者

2013-2-27 出版日期

316 页数

GBP 48.99 价格

Hardcover

丛书系列

9783642354007 图书编码

Computational Methods for Quantitative Finance 在线电子书图书标签: 金融工程金融计算 Finance 金融量化 risk quant

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发表于2025-01-10

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Computational Methods for Quantitative Finance 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2025

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Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This unified, non-Monte-Carlo computational pricing methodology is capable of handling rather general classes of stochastic market models with jumps, including, in particular, all currently used Levy and stochastic volatility models. It allows us e.g. to quantify model risk in computed prices on plain vanilla, as well as on various types of exotic contracts. The algorithms are developed in classical Black-Scholes markets, and then extended to market models based on multiscale stochastic volatility, to Levy, additive and certain classes of Feller processes. This book is intended for graduate students and researchers, as well as for practitioners in the fields of quantitative finance and applied and computational mathematics with a solid background in mathematics, statistics or economics.ai

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