Computational Methods for Quantitative Finance Finite Element Method
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
- PDF / 5,830,123 Bytes
- 300 Pages / 439.37 x 666.142 pts Page_size
- 0 Downloads / 267 Views
Editorial Board Marco Avellaneda Giovanni Barone-Adesi Mark Broadie Mark H.A. Davis Claudia Klüppelberg Walter Schachermayer Emanuel Derman
Springer Finance Springer Finance is a programme of books addressing students, academics and practitioners working on increasingly technical approaches to the analysis of financial markets. It aims to cover a variety of topics, not only mathematical finance but foreign exchanges, term structure, risk management, portfolio theory, equity derivatives, and financial economics.
For further volumes: http://www.springer.com/series/3674
Norbert Hilber r Oleg Reichmann r Christoph Schwab r Christoph Winter
Computational Methods for Quantitative Finance Finite Element Methods for Derivative Pricing
Norbert Hilber Dept. for Banking, Finance, Insurance School of Management and Law Zurich University of Applied Sciences Winterthur, Switzerland
Christoph Schwab Seminar for Applied Mathematics Swiss Federal Institute of Technology (ETH) Zurich, Switzerland
Oleg Reichmann Seminar for Applied Mathematics Swiss Federal Institute of Technology (ETH) Zurich, Switzerland
Christoph Winter Allianz Deutschland AG Munich, Germany
ISSN 1616-0533 ISSN 2195-0687 (electronic) Springer Finance ISBN 978-3-642-35400-7 ISBN 978-3-642-35401-4 (eBook) DOI 10.1007/978-3-642-35401-4 Springer Heidelberg New York Dordrecht London Library of Congress Control Number: 2013932229 Mathematics Subject Classification: 60J75, 60J25, 60J35, 60J60, 65N06, 65K15, 65N12, 65N30 JEL Classification: C63, C16, G12, G13 © Springer-Verlag Berlin Heidelberg 2013 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. While the advice and information in this book are believed to be true and accurate at the date of publ
Data Loading...
