Quantitative Methods for Finance with Simulations II
portes grátis
Quantitative Methods for Finance with Simulations II
Numerical Methods and Monte Carlo Integration
Choe, Geon Ho
Springer Nature Switzerland AG
04/2026
626
Dura
Inglês
9783032123305
Pré-lançamento - envio 15 a 20 dias após a sua edição
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Numerical Methods for Ordinary Differential Equations.- The Second Order Linear Partial Differential
Equations.- Numerical Methods for Elliptic Equations.- Numerical Methods for Parabolic Equations.- Numerical Methods for Hyperbolic Equations.- Numerical Methods for the Black Scholes Merton Equation.- Numerical Methods for Pricing American Put Options.- Numerical Methods for Stochastic Differential
Equations.- Multidimensional Brownian Motion.- Multidimensional Ito Calculus.- The Multi-asset Black Scholes Merton Equation.- Random Numbers.- The Monte Carlo Method.- The Monte Carlo Method for Option Pricing.- Historical Volatility.- Numerical Methods for Finding Zeros of a Function.- Numerical Computation of Implied Volatility.- Recursive Methods for Pricing of Asian Options.- A Control Variate Method Based On Conditioning.- Stochastic Volatility.- Heston's Stochastic Volatility Model.- Option Pricing Formula Under the Heston Model.- Numerical Methods for the Heston Formula.- Fourier Transforms for Stochastic Processes.- Option Pricing by the Fourier Transform.
Equations.- Numerical Methods for Elliptic Equations.- Numerical Methods for Parabolic Equations.- Numerical Methods for Hyperbolic Equations.- Numerical Methods for the Black Scholes Merton Equation.- Numerical Methods for Pricing American Put Options.- Numerical Methods for Stochastic Differential
Equations.- Multidimensional Brownian Motion.- Multidimensional Ito Calculus.- The Multi-asset Black Scholes Merton Equation.- Random Numbers.- The Monte Carlo Method.- The Monte Carlo Method for Option Pricing.- Historical Volatility.- Numerical Methods for Finding Zeros of a Function.- Numerical Computation of Implied Volatility.- Recursive Methods for Pricing of Asian Options.- A Control Variate Method Based On Conditioning.- Stochastic Volatility.- Heston's Stochastic Volatility Model.- Option Pricing Formula Under the Heston Model.- Numerical Methods for the Heston Formula.- Fourier Transforms for Stochastic Processes.- Option Pricing by the Fourier Transform.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
numerical solution of partial differential equation;Black-Scholes partial differential equation;Monte Carlo integration;option pricing;numerical methods for option pricing;Heston model;Estimating volatility;Arithmetic average Asian options;Fourier transform for option pricing
Numerical Methods for Ordinary Differential Equations.- The Second Order Linear Partial Differential
Equations.- Numerical Methods for Elliptic Equations.- Numerical Methods for Parabolic Equations.- Numerical Methods for Hyperbolic Equations.- Numerical Methods for the Black Scholes Merton Equation.- Numerical Methods for Pricing American Put Options.- Numerical Methods for Stochastic Differential
Equations.- Multidimensional Brownian Motion.- Multidimensional Ito Calculus.- The Multi-asset Black Scholes Merton Equation.- Random Numbers.- The Monte Carlo Method.- The Monte Carlo Method for Option Pricing.- Historical Volatility.- Numerical Methods for Finding Zeros of a Function.- Numerical Computation of Implied Volatility.- Recursive Methods for Pricing of Asian Options.- A Control Variate Method Based On Conditioning.- Stochastic Volatility.- Heston's Stochastic Volatility Model.- Option Pricing Formula Under the Heston Model.- Numerical Methods for the Heston Formula.- Fourier Transforms for Stochastic Processes.- Option Pricing by the Fourier Transform.
Equations.- Numerical Methods for Elliptic Equations.- Numerical Methods for Parabolic Equations.- Numerical Methods for Hyperbolic Equations.- Numerical Methods for the Black Scholes Merton Equation.- Numerical Methods for Pricing American Put Options.- Numerical Methods for Stochastic Differential
Equations.- Multidimensional Brownian Motion.- Multidimensional Ito Calculus.- The Multi-asset Black Scholes Merton Equation.- Random Numbers.- The Monte Carlo Method.- The Monte Carlo Method for Option Pricing.- Historical Volatility.- Numerical Methods for Finding Zeros of a Function.- Numerical Computation of Implied Volatility.- Recursive Methods for Pricing of Asian Options.- A Control Variate Method Based On Conditioning.- Stochastic Volatility.- Heston's Stochastic Volatility Model.- Option Pricing Formula Under the Heston Model.- Numerical Methods for the Heston Formula.- Fourier Transforms for Stochastic Processes.- Option Pricing by the Fourier Transform.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
