載入...
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. Using a moving least squares reconstruction, a numerical approach is then develo...
Na minha lista:
| Main Authors: | , , |
|---|---|
| 格式: | Livro |
| 語言: | Inglês |
| 出版: |
Springer,
2012
|
| 叢編: | Springer proceedings in mathematics & statistics, |
| 主題: | |
| 在線閱讀: | https://minerva.ufrj.br/F/?func=direct&doc_number=000899676&local_base=UFR01 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|