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Computational Methods for Quantitative Finance: Finite Element Methods for Deriv
- Item No : 146577244495
- Condition : Brand New
- Brand : No brand Info
- Seller : the_nile
- Current Bid : US $132.00
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* Item Description
- It allows us e.g. to quantify model risk in computed prices on plain vanilla, as well as on various types of exotic contracts. The algorithms are developed in classical Black-Scholes markets, and then extended to market models based on multiscale stochastic volatility, to Lévy, additive and certain classes of Feller processes.
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