LIBROS DEL AUTOR: oleg reichmann

3 resultados para LIBROS DEL AUTOR: oleg reichmann

oleg reichmann Eliminar filtro Quitar filtros
  • Computational Methods for Quantitative Finance
    Christoph Schwab / Norbert Hilber / Oleg Reichmann
    Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This unified, non-Monte-Carlo computational pricing methodology is capable of handling rather general cla...
    Disponible

    99,46 €

  • Computational Methods for Quantitative Finance
    Christoph Schwab / Norbert Hilber / Oleg Reichmann
    Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This unified, non-Monte-Carlo computational pricing methodology is capable of handling rather general cla...
    Disponible

    47,73 €

  • Levy Matters I
    Ken-Iti Sato / Oleg Reichmann / Thomas Duquesne
    Over the past 10-15 years, we have seen a revival of general Levy ´ processes theory as well as a burst of new applications. In the past, Brownian motion or the Poisson process have been considered as appropriate models for most applications. Nowadays, the need for more realistic modelling of irregular behaviour of phen- ena in nature and society like...
    Disponible

    68,40 €