Please allow one business day for order processing.
Novel Methods in Computational Finance (Mathematics in Industry #25)

Novel Methods in Computational Finance

Matthias Ehrhardt (Editor), Michael Günther (Editor), E. Jan W. Ter Maten (Editor)
$206.99
Publication Date: September 28th, 2017
Publisher:
Springer
ISBN:
9783319612812
Pages:
606
Available in 3-7 business days

Description

Offers new or improved methods for dealing with volatility of the financial marketIncludes concise discussion of modelling, analysis and numerical solution methods for nonlinear Black-Scholes equations
Several sections devoted to GPU programming techniques for solving financial problems
Special chapter on software includes the Computational Finance Toolbox that provides insights to the detailed implementation of the proposed methods

About the Author

Matthias Ehrhardt is coordinator of ITN STRIKE.and professor of mathematics at University of Wuppertal, Germany.

Other Books in Series