Computational methods for quantitative finance : finite element methods for derivative pricing / Norbert Hilber [and others]
This book offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. It presents methods for all standard European plain vanilla option as well as for widely used exotic derivative contracts, such as Barrier, American and multiperi...
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| Online Access: |
Full Text (via Springer) |
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| Other Authors: | |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin ; New York :
Springer,
©2013.
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| Series: | Springer finance.
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| Subjects: |
Internet
Full Text (via Springer)Online
| Call Number: |
HG6024.A3 C66 2013
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| HG6024.A3 C66 2013 | Available |