Topics in Numerical Methods for Finance - Springer Proceedings in Mathematics & Statistics - Mark Cummins - Books - Springer-Verlag New York Inc. - 9781461434320 - July 16, 2012
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Mark Cummins
Topics in Numerical Methods for Finance - Springer Proceedings in Mathematics & Statistics 2012 edition

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Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement.

204 pages, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released July 16, 2012
ISBN13 9781461434320
Publishers Springer-Verlag New York Inc.
Pages 204
Dimensions 155 × 235 × 14 mm   ·   512 g
Language English  
Editor Cummins, Mark
Editor Miller, John J.H.
Editor Murphy, Finbarr

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