Novel Methods in Computational Finance
-15%
portes grátis
Novel Methods in Computational Finance
Guenther, Michael; ter Maten, E. Jan W.; Ehrhardt, Matthias
Springer International Publishing AG
05/2018
606
Mole
Inglês
9783319870403
15 a 20 dias
9299
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
