Novel Methods in Computational Finance / Matthias Ehrhardt, Michael Günther, E. Jan W. ter Maten editors

• Pubblicazione: Cham, : Springer, 2017
• Titolo uniforme: Novel Methods in Computational Finance
• Descrizione fisica: xviii, 606 p. : ill. ; 24 cm
• Soggetto topico: 65Nxx - Numerical methods for partial differential equations, boundary value problems [MSC 2020]; 91Bxx - Mathematical economics [MSC 2020]
• Soggetto non controllato: ADI-methods; Artificial boundary condition; Calibration; Correlation; GPU programming; High-dimensional partial differential equations; Lie Algebras; Lévy methods; Mixed derivatives; Model order reduction; Nonlinear Black-Scholes equations; Optimal control techniques; Partial differential equations; Positivity preservation; Quantitative Finance; Transformation techniques; Uncertainty Quantification
• Persona (resp. second.): Ehrhardt, Matthias; ter Maten, E. Jan W.; Günther, Michael
• Titolo autorizzato: Novel Methods in Computational Finance
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN00123761
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://doi.org/10.1007/978-3-319-61282-9
• Serie: Mathematics in industry Berlin [etc.] . -Springer , 2002- ; 25; The European Consortium for Mathematics in Industry. Subseries Berlin [etc.] . -Springer