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Topics in Numerical Methods for Finance - Springer Proceedings in Mathematics & Statistics Mark Cummins 2012 edition
Topics in Numerical Methods for Finance - Springer Proceedings in Mathematics & Statistics
Mark Cummins
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.
204 pages, biography
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 16 de julio de 2012 |
| ISBN13 | 9781461434320 |
| Editores | Springer-Verlag New York Inc. |
| Páginas | 204 |
| Dimensiones | 155 × 235 × 14 mm · 512 g |
| Lengua | Inglés |
| Editor | Cummins, Mark |
| Editor | Miller, John J.H. |
| Editor | Murphy, Finbarr |