Norbert Hilber: 1 book
Computational Methods for Quantitative Finance
Finite Element Methods for Derivative Pricing
Language: English
Release Date: February 15, 2013
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...
