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Topics in numerical methods for finance

Topics in numerical methods for finance (Loan 1 times)

Material type
단행본
Personal Author
Cummins, Mark. Murphy, Finbarr. Miller, John J. H.
Title Statement
Topics in numerical methods for finance / Mark Cummins, Finbarr Murphy, John J.H. Miller, editors.
Publication, Distribution, etc
New York :   Springer,   c2012.  
Physical Medium
xi, 204 p. : ill. ; 25 cm.
Series Statement
Springer proceedings in mathematics & statistics,2194-1009 ; 19
ISBN
9781461434320 (hbk.) 1461434327 (hbk.) 9781461434337 (ebook) 1461434335 (ebook)
Bibliography, Etc. Note
Includes bibliographical references and index.
Subject Added Entry-Topical Term
Finance -- Mathematical models.
000 01130camuu2200325 a 4500
001 000045738622
005 20130208120333
008 130206s2012 nyua b 001 0 eng
010 ▼a 2012939877
020 ▼a 9781461434320 (hbk.)
020 ▼a 1461434327 (hbk.)
020 ▼a 9781461434337 (ebook)
020 ▼a 1461434335 (ebook)
035 ▼a (KERIS)REQ000025976136
040 ▼a 211032 ▼c 211032 ▼d 211009
082 0 4 ▼a 332.0151 ▼2 23
084 ▼a 332.0151 ▼2 DDCK
090 ▼a 332.0151 ▼b T674
245 0 0 ▼a Topics in numerical methods for finance / ▼c Mark Cummins, Finbarr Murphy, John J.H. Miller, editors.
260 ▼a New York : ▼b Springer, ▼c c2012.
300 ▼a xi, 204 p. : ▼b ill. ; ▼c 25 cm.
490 1 ▼a Springer proceedings in mathematics & statistics, ▼x 2194-1009 ; ▼v 19
504 ▼a Includes bibliographical references and index.
650 0 ▼a Finance ▼x Mathematical models.
700 1 ▼a Cummins, Mark.
700 1 ▼a Murphy, Finbarr.
700 1 ▼a Miller, John J. H.
830 0 ▼a Springer proceedings in mathematics & statistics ; ▼v 19.
945 ▼a KLPA

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.0151 T674 Accession No. 111687678 Availability Available Due Date Make a Reservation Service B M

Contents information

Table of Contents

On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance.- Moving Least Squares for Arbitrage-Free Price and Volatility Surfaces.- Solving Impulse Control Problems with Control Delays.- FIX: The Fear Index ? Measuring Market Fear.- American Option Pricing using Simulation and Regression: Numerical Convergence Results.- The COS Method for Pricing Options under Uncertain Volatility.- Fast Fourier Transform Option Pricing: Efficient Approximation Methods under Multi-Factor Stochastic Volatility and Jumps.- Pricing Credit Derivatives in a Wiener-Hopf Framework.- The Evaluation of Gas Swing Contracts with Regime Switching.- A Linear and Nonlinear Review of the Arbitrage-Free Parity Theory for the CDS and Bond Markets.


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