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This book is intended for graduate students and researchers, as well as for practitioners in the fields of quantitative finance and applied and computational mathematics with a solid background in mathematics, statistics or economics.¿
This book is intended for graduate students and researchers, as well as for practitioners in the fields of quantitative finance and applied and computational mathematics with a solid background in mathematics, statistics or economics.¿
Offers an accessible introduction to modern deterministic numerical methods of option pricing
Presents methods for all standard European plain vanilla option as well as for widely used exotic derivative contracts, such as Barrier, American and multiperiod contracts
Includes a large section on methods for pricing derivatives on baskets, such as Lévy Copula models ?
Includes supplementary material: [...]
Erscheinungsjahr: | 2013 |
---|---|
Fachbereich: | Allgemeines |
Genre: | Mathematik, Medizin, Naturwissenschaften, Technik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Buch |
Reihe: | Springer Finance |
Inhalt: |
xiii
299 S. 9 s/w Illustr. 47 farbige Illustr. 299 p. 56 illus. 47 illus. in color. |
ISBN-13: | 9783642354007 |
ISBN-10: | 3642354009 |
Sprache: | Englisch |
Ausstattung / Beilage: | HC runder Rücken kaschiert |
Einband: | Gebunden |
Autor: |
Hilber, Norbert
Winter, Christoph Schwab, Christoph Reichmann, Oleg |
Hersteller: |
Springer-Verlag GmbH
Springer Berlin Heidelberg Springer Finance |
Verantwortliche Person für die EU: | Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com |
Maße: | 241 x 160 x 22 mm |
Von/Mit: | Norbert Hilber (u. a.) |
Erscheinungsdatum: | 27.02.2013 |
Gewicht: | 0,641 kg |
Offers an accessible introduction to modern deterministic numerical methods of option pricing
Presents methods for all standard European plain vanilla option as well as for widely used exotic derivative contracts, such as Barrier, American and multiperiod contracts
Includes a large section on methods for pricing derivatives on baskets, such as Lévy Copula models ?
Includes supplementary material: [...]
Erscheinungsjahr: | 2013 |
---|---|
Fachbereich: | Allgemeines |
Genre: | Mathematik, Medizin, Naturwissenschaften, Technik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Buch |
Reihe: | Springer Finance |
Inhalt: |
xiii
299 S. 9 s/w Illustr. 47 farbige Illustr. 299 p. 56 illus. 47 illus. in color. |
ISBN-13: | 9783642354007 |
ISBN-10: | 3642354009 |
Sprache: | Englisch |
Ausstattung / Beilage: | HC runder Rücken kaschiert |
Einband: | Gebunden |
Autor: |
Hilber, Norbert
Winter, Christoph Schwab, Christoph Reichmann, Oleg |
Hersteller: |
Springer-Verlag GmbH
Springer Berlin Heidelberg Springer Finance |
Verantwortliche Person für die EU: | Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com |
Maße: | 241 x 160 x 22 mm |
Von/Mit: | Norbert Hilber (u. a.) |
Erscheinungsdatum: | 27.02.2013 |
Gewicht: | 0,641 kg |