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Book Categories |
| Contributors | ||
| Introduction | ||
| Convergence of Numerical Schemes for Degenerate Parabolic Equations Arising in Finance Theory | 1 | |
| Continuous-Time Monte Carlo Methods and Variance Reduction | 22 | |
| Recent Advances in Numerical Methods for Pricing Derivative Securities | 43 | |
| American Options: A Comparison of Numerical Methods | 67 | |
| Fast, Accurate and Inelegant Valuation of American Options | 88 | |
| Valuation of American Option in a Jump-diffusion Models | 93 | |
| Some Nonlinear Methods for Studying Far-from-the-money Contingent Claims | 115 | |
| Monte Carlo Methods for Stochastic Volatility Models | 146 | |
| Dynamic Optimization for a Mixed Portfolio with Transaction Costs | 165 | |
| Imperfect Markets and Backward Stochastic Differential Equations | 181 | |
| Reflected Backward SDEs and American Options | 215 | |
| Numerical Methods for Backward Stochastic Differential Equations | 232 | |
| Viscosity Solutions and Numerical Schemes for Investment/ Consumption Models with Transaction Costs | 245 | |
| Does Volatility Jump or Just Diffuse? A Statistical Approach | 270 | |
| Martingale-Based Hedge Error Control | 290 | |
| The Use of Second-Order Stochastic Dominance To Bound European Call Prices: Theory and Results | 305 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Anton Demin
reviewed Numerical Methods in Finance on March 01, 2015
Numerical Methods in Finance
A good reference book for PhD level time series Econometrics. For more theoretical studies Hurn's "Econometric Modeling" is suggested.
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Add Numerical Methods in Finance, Numerical Methods in Finance has recently emerged as a new discipline at the intersection of probability theory, finance and numerical analysis. This book describes a wide variety of numerical methods used in financial analyis. Articles have been written , Numerical Methods in Finance to the inventory that you are selling on WonderClubX
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Add Numerical Methods in Finance, Numerical Methods in Finance has recently emerged as a new discipline at the intersection of probability theory, finance and numerical analysis. This book describes a wide variety of numerical methods used in financial analyis. Articles have been written , Numerical Methods in Finance to your collection on WonderClub |
