01131nam--2200361---450 99000165722020331620200423101421.088-317-5130-1000165722USA01000165722(ALEPH)000165722USA0100016572220040513d1979----km-y0itay0103----baitafreIT||||||||001yy<<La>> rivoluzione del linguaggio poeticol'avanguardia nell'ultimo scorcio del diciannovesimo secolo Lautrémont e MallarméJulia KristevaVeneziaMarsilio1979585 p.22 cmSaggi2001Saggi2001<<La>> révolution du langage poétique138691Linguistica strutturale410.18KRISTEVA,Julia142649ITsalbcISBD990001657220203316XVII A. 10786072 DLASXVII A.00347957IV.2. 353(Varie Coll. 84/65)82708 L.M.Varie Coll.BKCASRévolution du langage poétique138691UNISA04168nam 22007455 450 991043813590332120251113203833.0978129933692612993369229783642354014364235401710.1007/978-3-642-35401-4(OCoLC)828628096(MiFhGG)GVRL6YKR(CKB)2670000000337198(MiAaPQ)EBC1106332(MiFhGG)9783642354014(DE-He213)978-3-642-35401-4(EXLCZ)99267000000033719820130217d2013 u| 0engurun|---uuuuatxtccrComputational Methods for Quantitative Finance Finite Element Methods for Derivative Pricing /by Norbert Hilber, Oleg Reichmann, Christoph Schwab, Christoph Winter1st ed. 2013.Berlin, Heidelberg :Springer Berlin Heidelberg :Imprint: Springer,2013.1 online resource (xiii, 299 pages) illustrations (some color)Springer Finance,2195-0687"ISSN: 1616-0533."9783642435324 3642435327 9783642354007 3642354009 Includes bibliographical references and index.1.Introduction -- Part I.Basic techniques and models: 2.Notions of mathematical finance -- 3.Elements of numerical methods for PDEs -- 4.Finite element methods for parabolic problems -- 5.European options in BS markets -- 6.American options -- 7.Exotic options -- 8.Interest rate models -- 9.Multi-asset options -- 10.Stochastic volatility models-. 11.Lévy models -- 12.Sensitivities and Greeks -- Part II.Advanced techniques and models: 13.Wavelet methods -- 14.Multidimensional diffusion models -- 15.Multidimensional Lévy models -- 16.Stochastic volatility models with jumps -- 17.Multidimensional Feller processes -- Apendices: A.Elliptic variational inequalities -- B.Parabolic variational inequalities -- References. - Index.Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This unified, non-Monte-Carlo computational pricing methodology is capable of handling rather general classes of stochastic market models with jumps, including, in particular, all currently used Lévy and stochastic volatility models. 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.  The volume is intended for graduate students and researchers, as well as for practitioners in the fields of quantitative finance and applied and computational mathematics with a solid background in mathematics, statistics or economics.Springer Finance,2195-0687Social sciencesMathematicsNumerical analysisProbabilitiesMathematics in Business, Economics and FinanceNumerical AnalysisProbability TheorySocial sciencesMathematics.Numerical analysis.Probabilities.Mathematics in Business, Economics and Finance.Numerical Analysis.Probability Theory.332.63332.63/2015118332.6322101518Hilber Norbert1060095Reichmann Oleg509430Schwab Ch(Christoph)1762184Winter Christoph1762185MiAaPQMiAaPQMiAaPQBOOK9910438135903321Computational methods for quantitative finance4201965UNINA