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Tools for Computational Finance

By Seydel, Rüdiger U
eBook. English.
Published London : Springer London 2012
9781447129936 1447129938 5th ed. 2012.

Topics in Numerical Methods for Finance

By Cummins, Mark
eBook. English.
Published Boston, MA : Springer US : Imprint: Springer 2012
9781461434337 1461434335
Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic...

Introduction to the Mathematics of Finance: Arbitrage and Option Pricing

By Roman, Steven
eBook. English.
Published New York, NY : Springer New York 2012
9781461435822 146143582X 2nd ed. 2012.

Financial Mathematics: Theory and Problems for Multi-period Models

By Pascucci, Andrea
eBook. English.
Published Milano : Springer Milan 2012
9788847025387 8847025389

Analytically Tractable Stochastic Stock Price Models

By Gulisashvili, Archil
eBook. English.
Published Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer 2012
3642312144 9783642312144
Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility...

Multicriteria Portfolio Management

By Xidonas, Panos
eBook. English.
Published New York, NY : Springer New York 2012
9781461436706 1461436702
The disastrous impact of the recent worldwide financial crisis in the global economy has shown how vulnerable international markets are. The insufficiency...

Selected Aspects of Fractional Brownian Motion

By Nourdin, Ivan
eBook. English.
Published Milano : Springer Milan : Imprint: Springer 2012
884702823X 9788847028234
Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically...

The Crossing of Heaven: Memoirs of a Mathematician

By Gustafson, Karl
eBook. English.
Published Berlin, Heidelberg : Springer Berlin Heidelberg 2012
3642225586 9783642225581

Progress in Industrial Mathematics at ECMI 2010

By Günther, Michael
eBook. English.
Published Berlin, Heidelberg : Springer Berlin Heidelberg 2012
3642251005 9783642251009

Monte Carlo and Quasi-Monte Carlo Methods 2010

By Plaskota, Leszek
eBook. English.
Published Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer 2012
3642274404 9783642274404
This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing...
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