Novel Methods in Computational Finance (eBook, PDF)

Redaktion: Ehrhardt, Matthias; Ter Maten, E. Jan W.; Günther, Michael

• Format: PDF

Produktbeschreibung

Offers new or improved methods for dealing with volatility of the financial market

Includes concise discussion of modelling, analysis and numerical solution methods for nonlinear Black-Scholes equations

Several sections devoted to GPU programming techniques for solving financial problems

Special chapter on software includes the Computational Finance Toolbox that provides insights to the detailed implementation of the proposed methods

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Produktdetails

• Verlag: Springer International Publishing
• Seitenzahl: 606
• Erscheinungstermin: 19. September 2017
• Englisch
• ISBN-13: 9783319612829
• Artikelnr.: 56792851

Autorenporträt

Matthias Ehrhardt is coordinator of ITN STRIKE.and professor of mathematics at University of Wuppertal, Germany.

Inhaltsangabe

Part I Modelling.- Part II Analysis.- Part III Transformation Methods and Special Discretizations.- Part IV Numerical Methods in Finance.- Part V Compact FDMs and Splitting Schemes.- Part VI Scientific Computing.- Part VII High Performance Computing.- Part VIII Software.