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Topics in numerical methods for finance - 19

Cummins, Mark(Edited by), Miller, John J.H.(Edited by), Murphy, Finbarr(Edited by)
Part of the Springer Proceedings in Mathematics & Statistics series
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Presenting state-of-the-art methods in the area, this book examines weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement.

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£89.50
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Product Details
Springer
1461434335 / 9781461434337
eBook (Adobe Pdf)
332.0151
31/07/2012
English
201 pages
Copy: 10%; print: 10%
Description based on CIP data; resource not viewed.
KF Finance & accounting, KFF Finance, PBKS Numerical analysis
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