Computational Methods for Quantitative Finance
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Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-642-35401-4
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Book Chapters
The following chapters of this book are listed in IDEAS- Norbert Hilber & Oleg Reichmann & Christoph Schwab & Christoph Winter, 2013. "Notions of Mathematical Finance," Springer Finance,, Springer.
- Norbert Hilber & Oleg Reichmann & Christoph Schwab & Christoph Winter, 2013. "Elements of Numerical Methods for PDEs," Springer Finance,, Springer.
- Norbert Hilber & Oleg Reichmann & Christoph Schwab & Christoph Winter, 2013. "Finite Element Methods for Parabolic Problems," Springer Finance,, Springer.
- Norbert Hilber & Oleg Reichmann & Christoph Schwab & Christoph Winter, 2013. "European Options in BS Markets," Springer Finance,, Springer.
- Norbert Hilber & Oleg Reichmann & Christoph Schwab & Christoph Winter, 2013. "American Options," Springer Finance,, Springer.
- Norbert Hilber & Oleg Reichmann & Christoph Schwab & Christoph Winter, 2013. "Exotic Options," Springer Finance,, Springer.
- Norbert Hilber & Oleg Reichmann & Christoph Schwab & Christoph Winter, 2013. "Interest Rate Models," Springer Finance,, Springer.
- Norbert Hilber & Oleg Reichmann & Christoph Schwab & Christoph Winter, 2013. "Multi-asset Options," Springer Finance,, Springer.
- Norbert Hilber & Oleg Reichmann & Christoph Schwab & Christoph Winter, 2013. "Stochastic Volatility Models," Springer Finance,, Springer.
- Norbert Hilber & Oleg Reichmann & Christoph Schwab & Christoph Winter, 2013. "Lévy Models," Springer Finance,, Springer.
- Norbert Hilber & Oleg Reichmann & Christoph Schwab & Christoph Winter, 2013. "Sensitivities and Greeks," Springer Finance,, Springer.
- Norbert Hilber & Oleg Reichmann & Christoph Schwab & Christoph Winter, 2013. "Wavelet Methods," Springer Finance,, Springer.
- Norbert Hilber & Oleg Reichmann & Christoph Schwab & Christoph Winter, 2013. "Multidimensional Diffusion Models," Springer Finance,, Springer.
- Norbert Hilber & Oleg Reichmann & Christoph Schwab & Christoph Winter, 2013. "Multidimensional Lévy Models," Springer Finance,, Springer.
- Norbert Hilber & Oleg Reichmann & Christoph Schwab & Christoph Winter, 2013. "Stochastic Volatility Models with Jumps," Springer Finance,, Springer.
- Norbert Hilber & Oleg Reichmann & Christoph Schwab & Christoph Winter, 2013. "Multidimensional Feller Processes," Springer Finance,, Springer.
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