
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.
- Redaktør
- Mark Cummins, Finbarr Murphy, John J.H. Miller
- Opplag
- 2012 ed.
- ISBN
- 9781489973559
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 8.8.2014
- Antall sider
- 204
