Bøger af Christoph Schwab
Filter
Sorter efterSorter
Populære
-
549,95 kr. - Bog
- 549,95 kr.
-
- Finite Element Methods for Derivative Pricing
1.118,95 - 1.163,95 kr. This book introduces algorithms for fast, accurate pricing of derivative contracts. These are developed in classical Black-Scholes markets, and extended to models based on multiscale stochastic volatility, to Levy, additive and classes of Feller processes.
- Bog
- 1.118,95 kr.
-
1.548,95 - 1.564,95 kr. This work presents a thorough treatment of boundary element methods (BEM) for solving strongly elliptic boundary integral equations obtained from boundary reduction of elliptic boundary value problems in $\mathbb{R}^3$.
- Bog
- 1.548,95 kr.
-
427,95 kr. - Bog
- 427,95 kr.