Search Results - "numerical method"

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  1. 1
    Numerical Methods in Finance

    Numerical Methods in Finance by Breton, Michle

    Published 2005
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  2. 2
    Numerical methods in finance /

    Numerical methods in finance /

    Published 2012
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  3. 3
    Numerical methods in finance /

    Numerical methods in finance /

    Published 2010
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  4. 4
    Topics in numerical methods for finance /

    Topics in numerical methods for finance /

    Published 2012
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  5. 5
    Advanced derivatives pricing and risk management theory, tools and hands-on programming application /

    Advanced derivatives pricing and risk management theory, tools and hands-on programming application / by Albanese, Claudio

    Published 2006
    Table of Contents: “…Pricing theory -- Fixed-income instruments -- Advanced topics in pricing theory : exotic options and state-dependent models -- Numerical methods for value-at-risk -- Project : arbitrage theory -- Project : the Black-Scholes (lognormal) model -- Project : quantile-quantile plots -- Project : Monte Carlo pricer -- Project : the binomial lattice model -- Project : the trinomial lattice model -- Project : Crank-Nicolson option pricer -- Project : static hedging of barrier options -- Project : variance swaps -- Project : Monte Carlo value-at-risk for Delta-Gamma portfolios -- Project : covariance estimation and scenario generation in value-at-risk -- Project : interest rate trees : calibration and pricing.…”
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  6. 6
    How to implement market models using VBA /

    How to implement market models using VBA / by Goossens, Francois, 1960-

    Published 2015
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  7. 7
    Interest rate modeling : theory and practice /

    Interest rate modeling : theory and practice / by Wu, Lixin, 1961-

    Published 2019
    Taylor & Francis
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  8. 8
    An introduction to computational risk management of equity-linked insurance /

    An introduction to computational risk management of equity-linked insurance / by Feng, Runhuan

    Published 2018
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  9. 9
    Pathwise estimation and inference for diffusion market models /

    Pathwise estimation and inference for diffusion market models / by Dokuchaev, Nikolai, Hin, Lin Yee

    Published 2019
    Taylor & Francis
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