
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.
- Redaktör
- Mark Cummins, Finbarr Murphy, John J.H. Miller
- Upplaga
- 2012 ed.
- ISBN
- 9781461434320
- Språk
- Engelska
- Vikt
- 446 gram
- Utgivningsdatum
- 2012-07-16
- Sidor
- 204
