
Topics in Numerical Methods for Finance
Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement.
- Toimittaja
- Mark Cummins, Finbarr Murphy, John J.H. Miller
- Painos
- 2012 ed.
- ISBN
- 9781461434320
- Kieli
- englanti
- Paino
- 446 grammaa
- Julkaisupäivä
- 16.7.2012
- Kustantaja
- Springer-Verlag New York Inc.
- Sivumäärä
- 204