Volatility Estimation - Numerical Methods
von Mario Dell'Era
2024 Kartoniert, 98 Seiten, 229mm x 152mm x 6mm, Sprache(n): eng These notes have been written with the precisely purpose of summarizing the more often encountered and implemented volatility estimation techniques, to describe the realized volatility surface and its term structure, for example in…
76,13 EUR
Geometrical Approximation and Perturbative methods for PDEs in Finance - Qunatitative Methods in F…
von Mario Dell'Era
2012 Kartoniert, 148 Seiten, 220mm x 150mm x 9mm, Sprache(n): eng The book investigates the benefits of Spectral Methods, which are found to be an appealing numerical technique when the solution in closed form doesn't exist, but unfortunately it cannot be used in every case. A remarkable case in…
63,54 EUR
- Autor
- Mario Dell'Era
Speichern Sie Ihre Suche als Auftrag für einen späteren Zeitpunkt und lassen Sie sich bei neu eintreffenden Artikeln automatisch per E-Mail benachrichtigen (optional)!