Last edited by Voodoolkis
Friday, August 7, 2020 | History

1 edition of Computational Methods for Quantitative Finance found in the catalog.

Computational Methods for Quantitative Finance

Finite Element Methods for Derivative Pricing

by Norbert Hilber

  • 212 Want to read
  • 10 Currently reading

Published by Springer Berlin Heidelberg, Imprint: Springer in Berlin, Heidelberg .
Written in English

    Subjects:
  • Numerical analysis,
  • Quantitative Finance,
  • Finance,
  • Mathematics,
  • Distribution (Probability theory),
  • Probability Theory and Stochastic Processes

  • About the Edition

    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.​

    Edition Notes

    Statementby Norbert Hilber, Oleg Reichmann, Christoph Schwab, Christoph Winter
    SeriesSpringer Finance
    ContributionsReichmann, Oleg, Schwab, Ch. (Christoph), Winter, Christoph, SpringerLink (Online service)
    Classifications
    LC ClassificationsQA273.A1-274.9, QA274-274.9
    The Physical Object
    Format[electronic resource] :
    PaginationXIII, 299 p. 57 illus., 48 illus. in color.
    Number of Pages299
    ID Numbers
    Open LibraryOL27025862M
    ISBN 109783642354014

    2 days ago  [PDF] Computational Methods For Quantitative Finance Finite Element Methods For Derivative Pricing Springer Finance Because this site is dedicated to free books, there’s none of the hassle you get with filtering out paid-for content on Amazon or Google Play Books. We also love the fact that all the site’s genres are presented on the Computational Methods for Quantitative Finance. por Norbert Hilber,Oleg Reichmann,Christoph Schwab,Christoph Winter. Springer Finance ¡Gracias por compartir! Has enviado la siguiente calificación y reseña. Lo publicaremos en nuestro sitio después de haberla  › Inicio › eBooks.

    Buy Computational Methods in Finance (Chapman & Hall/CRC Financial Mathematics Series) 1 by Ali Hirsa (ISBN: ) from Amazon's Book Store.   Computational Methods for Quantitative Finance Finite Element Methods for Derivative Pricing Series: Springer Finance Hilber, N., Reichmann, O., Schwab, C., Winter, C

    Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods. The first part of the book describes pricing methods for numerous derivatives under a variety of models. The book reviews common processes for modeling assets in different ://   George Levy currently works as a quantitative analyst at RWE, and has provided technical consultancy to numerous financial institutions, In addition he has also published articles on numerical modelling, mathematical finance and software engineering. He is the author of Computational Finance: Numerical Methods for Pricing Financial ://


Share this book
You might also like
History of the pestilence, commonly called yellow fever

History of the pestilence, commonly called yellow fever

Surf music and other stories

Surf music and other stories

three voices of poetry.

three voices of poetry.

Pride of Blewburton

Pride of Blewburton

Virginia Hamilton papers

Virginia Hamilton papers

Four years in Pakistan

Four years in Pakistan

20th century decorative works of art

20th century decorative works of art

My little pony

My little pony

Biology (Usborne Introductions)

Biology (Usborne Introductions)

Imagination in French romantic poetry.

Imagination in French romantic poetry.

Takeover era II

Takeover era II

Verbatim versus gist processes

Verbatim versus gist processes

Tractor operation and daily care.

Tractor operation and daily care.

Computational Methods for Quantitative Finance by Norbert Hilber Download PDF EPUB FB2

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 :// Computational Methods in Finance Book Summary: As today’s financial products have become more complex, quantitative analysts, financial engineers, and others in the financial industry now require robust techniques for numerical analysis.

Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical ://   TǸlǸcharger Best Book Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing, tǸlǸchargement en ligne Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing livre, tǸlǸcharger PDF Computational Methods for Quantitative Finance: Finite Element Methods for Book Name & Author.

Quantitative Trading with R: Understanding Mathematical and Computational Tools from a Quant’s Perspective —by— Harry Georgakopoulos. Book Review. This best quantitative finance book gives you the entire information on quantitative finance and is   The course will mainly be based on the following book: N.

Hilber, O. Reichmann, Ch. Schwab, Ch. Winter: Computational Methods for Quantitative Finance, Springer This book is an introduction to stochastic analysis and quantitative finance; it includes both theoretical and computational methods.

Topics covered are stochastic calculus, ?topic=M&disciplineId. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods. The first part of the book describes pricing methods for numerous derivatives under a variety of :// springer, 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  › Home › Catalog. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods.

The first part of the book describes pricing methods for numerous derivatives under a variety of models. The book reviews common processes for modeling assets in different  › Books › Science & Math › Mathematics. I've tried to list as many great quantitative finance books as I can.

The lists cover general quant finance, careers guides, interview prep, quant trading, mathematics, numerical methods and programming in C++, Python, Excel, MatLab and R.

Canary Wharf Tube Station, London - Many investment banks reside here, via tps://   Praise for Quantitative Methods in Derivatives Pricing "Tavella’s text is ideal for a course on computational methods in finance. I cannot think of a better book for   This book is designed for students and researchers who want to develop pro-fessional skill in modern quantitative applications in nance.

The Center for Applied Statistics and Economics (CASE) course at Humboldt-Universit at zu Berlin that forms the basis for this book Quantitaive   Computational Finance Using C and C# raises computational finance to the next level using the languages of both standard C and C#.

The inclusion of both these languages enables readers to match their use of the book to their firm’s internal software and code  › Books › Computers & Technology › Programming Languages. This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance.

The first part develops a toolkit in numerical methods for finance. The second part proposes twenty self-contained cases covering model simulation, asset pricing and hedging, risk management, statistical estimation and model   The book covers many interesting and challenging topics like Fourier transformation methods, finite difference methods, Kalman filtering and Monte-Carlo simulation etc.

If one understands theories presented in the book and puts these theories into practice by writing computer programs to solve problems at the end of each chapter, one is well prepared for a career in quantitative ://   The course will mainly be based on the following book: N.

Hilber, O. Reichmann, Ch. Schwab, Ch. Winter: Computational Methods for Quantitative Finance, Springer Finance, Springer, The book is available in the ETH library.

There will be a link on the exercise webpage granting you access to the lecture material. Further Literature : Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance) () by Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph and a great selection of similar New, Used   The quantitative modeling of biological processes promises to expand biological research from a science of observation and discovery to one of rigorous prediction and quantitative analysis.

The rapidly growing field of quantitative biology seeks to use biology's emerging technological and computational capabilities to model biological :// Quantitative skills are a prerequisite for anyone working in finance or beginning a career in the field, as well as risk managers.

A thorough grounding in numerical methods is necessary, as is the ability to assess their quality, advantages, and limitations. This book offers a thorough introduction to each method, revealing the numerical traps   I know continuous finance theory roughly equivalent to what's in Bjork's Arbitrage Theory In Continuous Time (most chapters).

I'd like to supplement that knowledge with a more hands-on practical approach that deals with programming the theory in practice with numerical methods.

What's a good book to learn these topics, using R preferably?. The book is divided into three parts: Part 1 revisits important market risk issues, while Part 2 introduces novel concepts in credit risk and its management along with updated quantitative methods.

The third part discusses the dynamics of risk management and includes As today’s financial products have become more complex, quantitative analysts, financial engineers, and others in the financial industry now require robust techniques for numerical analysis.

Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex fGet this from a library! Computational methods for quantitative finance: finite element methods for derivative pricing. [Norbert Hilber;] -- This book offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance.

It presents methods for all standard European plain vanilla