Introduction to Quantitative Methods for Financial Markets
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Publication:2904343
DOI10.1007/978-3-0348-0519-3zbMath1273.91001OpenAlexW49834940MaRDI QIDQ2904343
Volkmar Lautscham, Andreas Binder, Philipp A. Mayer, Hansjoerg Albrecher
Publication date: 13 August 2012
Published in: Compact Textbooks in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-0348-0519-3
Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)
Related Items (4)
Model order reduction for the simulation of parametric interest rate models in financial risk analysis ⋮ Error analysis of a model order reduction framework for financial risk analysis ⋮ Managing the risk based on entropic value-at-risk under a normal-Rayleigh distribution ⋮ A radial basis function -- Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options
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