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Mathematics of Finance : An Intuitive Introduction / Donald G. Saari
| Mathematics of Finance : An Intuitive Introduction / Donald G. Saari |
| Autore | Saari, Donald G. |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xvii, 144 p. : ill. ; 24 cm |
| Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
91Fxx - Other social and behavioral sciences (mathematical treatment) [MSC 2020] |
| Soggetto non controllato |
Black-Scholes equations
Black-Scholes formula Black-Scholes model Calls puts finance Efficient market hypothesis Embellishments finance Intuitive mathematical finance Mathematical Finance Mathematical finance Donald Saari Mathematical finance capstone Mathematics and economics textbook Mathematics of finance Quantitative Finance The Greeks finance Undergraduate mathematical finance |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127000 |
Saari, Donald G.
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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The Fitted Finite Volume and Power Penalty Methods for Option Pricing / Song Wang
| The Fitted Finite Volume and Power Penalty Methods for Option Pricing / Song Wang |
| Autore | Wang, Song |
| Pubbl/distr/stampa | Singapore, : Springer, 2020 |
| Descrizione fisica | viii, 94 p. : ill. ; 24 cm |
| Soggetto topico |
65M12 - Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 65N08 - Finite volume methods for boundary value problems involving PDEs [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 65K15 - Numerical methods for variational inequalities and related problems [MSC 2020] |
| Soggetto non controllato |
Black-Scholes equations
Computational finance Finite volume methods Numerical Analysis Optimal Control Optimization Option pricing Penalty Methods Variational inequality |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0250295 |
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Wang, Song
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| Singapore, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Tools for Computational Finance / Rüdiger U. Seydel
| Tools for Computational Finance / Rüdiger U. Seydel |
| Autore | Seydel, Rüdiger U. |
| Edizione | [6. ed] |
| Pubbl/distr/stampa | London, : Springer, 2017 |
| Descrizione fisica | xxii, 486 p. : ill. ; 24 cm |
| Soggetto topico |
65-XX - Numerical analysis [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
Algorithms for finance
Black-Scholes equations Computational finance Financial Engineering Finite element methods Finite-difference methods Monte-Carlo Simulation Option pricing Pricing of options Quantitative Finance Random Number Generator Risk analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123726 |
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Seydel, Rüdiger U.
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| London, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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