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  • af Jean Jacod, Jean Bertoin, Ole E Barndorff-Nielsen, mfl.
    568,95 kr.

  • - Finite Element Methods for Derivative Pricing
    af Christoph Winter, Norbert Hilber, Oleg Reichmann & mfl.
    1.161,95 - 1.207,95 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.