Computational Methods for Quantitative Finance
Finite Element Methods for Derivative Pricing
Offers an accessible introduction to modern deterministic numerical methods of option pricing
Presents methods for all standard European plain vanilla option as well as for widely used exotic derivative contracts, such as Barrier, American and multiperiod contracts
Includes a large section on methods for pricing derivatives on baskets, such as Lévy Copula models ?
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Part of the Springer Finance book series (FINANCE)