Novel Methods in Computational Finance
-15%
portes grátis
Novel Methods in Computational Finance
Ter Maten, E. Jan W.; Ehrhardt, Matthias; Gunther, Michael
Springer International Publishing AG
09/2017
606
Dura
Inglês
9783319612812
15 a 20 dias
1379
Descrição não disponível.
Part I Modelling.- Part II Analysis.- Part III Transformation Methods and Special Discretizations.- Part IV Numerical Methods in Finance.- Part V Compact FDMs and Splitting Schemes.- Part VI Scientific Computing.- Part VII High Performance Computing.- Part VIII Software.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
nonlinear Black-Scholes equations;Lie Algebra techniques;Levy methods;high-dimensional partial differential equations;optimal control techniques;calibration;positivity preservation;artificial boundary condition;transformation techniques;mixed derivatives;correlation;model order reduction;uncertainty quantification;ADI-methods;GPU programming;partial differential equations;quantitative finance
Part I Modelling.- Part II Analysis.- Part III Transformation Methods and Special Discretizations.- Part IV Numerical Methods in Finance.- Part V Compact FDMs and Splitting Schemes.- Part VI Scientific Computing.- Part VII High Performance Computing.- Part VIII Software.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
nonlinear Black-Scholes equations;Lie Algebra techniques;Levy methods;high-dimensional partial differential equations;optimal control techniques;calibration;positivity preservation;artificial boundary condition;transformation techniques;mixed derivatives;correlation;model order reduction;uncertainty quantification;ADI-methods;GPU programming;partial differential equations;quantitative finance
