Quantitative Methods for Finance with Simulations II
Author
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-032-12331-2
Download full text from publisher
To our knowledge, this item is not available for download. To find whether it is available, there are three options:1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a for a similarly titled item that would be available.
Book Chapters
The following chapters of this book are listed in IDEAS- Geon Ho Choe, 2026. "Numerical Methods for Ordinary Differential Equations," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 3-15, Springer.
- Geon Ho Choe, 2026. "The Second Order Linear Partial Differential Equations," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 17-37, Springer.
- Geon Ho Choe, 2026. "Numerical Methods for Elliptic Equations," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 39-49, Springer.
- Geon Ho Choe, 2026. "Numerical Methods for Parabolic Equations," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 51-82, Springer.
- Geon Ho Choe, 2026. "Numerical Methods for Hyperbolic Equations," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 83-96, Springer.
- Geon Ho Choe, 2026. "Numerical Methods for the Black–Scholes–Merton Equation," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 97-115, Springer.
- Geon Ho Choe, 2026. "Numerical Methods for Pricing American Put Options," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 117-145, Springer.
- Geon Ho Choe, 2026. "Numerical Methods for Stochastic Differential Equations," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 147-166, Springer.
- Geon Ho Choe, 2026. "Multidimensional Brownian Motion," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 169-181, Springer.
- Geon Ho Choe, 2026. "Multidimensional Itô Calculus," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 183-189, Springer.
- Geon Ho Choe, 2026. "The Multi-asset Black–Scholes–Merton Equation," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 191-204, Springer.
- Geon Ho Choe, 2026. "Random Numbers," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 207-230, Springer.
- Geon Ho Choe, 2026. "The Monte Carlo MethodMonte Carlo method," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 231-272, Springer.
- Geon Ho Choe, 2026. "The Monte Carlo Method for Option Pricing," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 273-293, Springer.
- Geon Ho Choe, 2026. "Historical Volatility," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 297-301, Springer.
- Geon Ho Choe, 2026. "Numerical Methods for Finding Zeros of a Function," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 303-324, Springer.
- Geon Ho Choe, 2026. "Numerical Computation of Implied Volatility," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 325-334, Springer.
- Geon Ho Choe, 2026. "Recursive Methods for Pricing of Asian Options," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 337-346, Springer.
- Geon Ho Choe, 2026. "A Control Variate Method Based On Conditioning," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 347-368, Springer.
- Geon Ho Choe, 2026. "Stochastic Volatility," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 371-380, Springer.
- Geon Ho Choe, 2026. "Heston’s Stochastic Volatility Model," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 381-392, Springer.
- Geon Ho Choe, 2026. "Option Pricing Formula Under the Heston Model," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 393-409, Springer.
- Geon Ho Choe, 2026. "Numerical Methods for the Heston Formula," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 411-420, Springer.
- Geon Ho Choe, 2026. "Fourier Transforms for Stochastic Processes," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 423-433, Springer.
- Geon Ho Choe, 2026. "Option Pricing by the Fourier Transform," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 435-458, Springer.
- Geon Ho Choe, 2026. "Examples of Python Codes," Springer Texts in Business and Economics, in: Quantitative Methods for Finance with Simulations II, chapter 0, pages 461-494, Springer.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sptbec:978-3-032-12331-2. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/b/spr/sptbec/978-3-032-12331-2.html