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Novel Methods in Computational Finance

Novel Methods in Computational Finance

Hardcover

General Mathematics

ISBN10: 3319612816
ISBN13: 9783319612812
Publisher: Springer
Published: Sep 28 2017
Pages: 606
Weight: 2.30
Height: 1.31 Width: 6.14 Depth: 9.21
Language: English
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

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General Mathematics