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portada Novel Methods in Computational Finance
Type
Physical Book
Publisher
Author
Language
English
Pages
606
Format
Paperback
Dimensions
15.7 x 23.4 x 3.1 cm
Weight
0.87 kg.
ISBN13
9783319870403
Categories

Novel Methods in Computational Finance

Ehrhardt, Matthias ; Günther, Michael ; Ter Maten, E. Jan W. (Author) · Springer · Paperback

Novel Methods in Computational Finance - Ehrhardt, Matthias ; Günther, Michael ; Ter Maten, E. Jan W.

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Synopsis "Novel Methods in Computational Finance"

Offers new or improved methods for dealing with volatility of the financial marketIncludes concise discussion of modelling, analysis and numerical solution methods for nonlinear Black-Scholes equationsSeveral sections devoted to GPU programming techniques for solving financial problemsSpecial chapter on software includes the Computational Finance Toolbox that provides insights to the detailed implementation of the proposed methods

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