Oleg Reichmann – författare
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5 produkter
Lévy Matters I
Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance
Av Thomas Duquesne, Oleg Reichmann m. fl.
Häftad, 2010
552 kr
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Over the past 10-15 years, we have seen a revival of general Levy ' processes theory as well as a burst of new applications. In the past, Brownian motion or the Poisson process have been considered as appropriate models for most applications. Nowadays, the need for more realistic modelling of …
Levy Matters I
Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance
Av Christoph Schwab, Ken-iti Sato m. fl.
E-bok, 2010
718 kr
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Computational Methods for Quantitative Finance
Finite Element Methods for Derivative Pricing
Av Norbert Hilber, Oleg Reichmann m. fl.
Inbunden, 2013
1205 kr
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Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This unified, …
Computational Methods for Quantitative Finance
Finite Element Methods for Derivative Pricing
Av Christoph Winter, Christoph Schwab m. fl.
E-bok, 2013
1141 kr
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Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This unified, …
Computational Methods for Quantitative Finance
Finite Element Methods for Derivative Pricing
Av Norbert Hilber, Oleg Reichmann m. fl.
Häftad, 2015
878 kr
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Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This unified, …
