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1 - 12 de 12 resultados para “norbert hilber”
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  • Computational Methods for Quantitative Finance

    Finite Element Methods for Derivative Pricing

    de Norbert Hilber, Oleg Reichmann, Christoph Schwab, Christoph Winter ...
    Series series Mathematics and Statistics (R0)
    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, non-Monte-Carlo computational pricing methodology is capable of handling rather general classes of stochastic ... Leer más

    $80.99 USD

  • Bewertung von Finanzderivaten mit Python

    Derivate, Modelle, Methoden

    de Norbert Hilber ...
    Series series Business and Economics (German Language)
    Das Buch behandelt die Bewertung von Derivaten und strukturierten Produkten im Equity- und Zinsmarkt (Standard und Exotische Optionen) durch numerisches Lösen der entsprechenden Pricing-Gleichungen für eine Vielfalt von Modellen (Black-Scholes, lokale- und stochastische Volatilität, Sprungmodelle). Die Kalibrierung dieser Modelle an Marktdaten sowie die hierzu benötigte Berechnung der „Greeks“ ... Leer más

    $40.99 USD

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  • Stochastic Simulation and Monte Carlo Methods

    Mathematical Foundations of Stochastic Simulation

    de Carl Graham, Denis Talay ...
    Series series Mathematics and Statistics (R0)
    In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners’ aim to simulate more and more complex systems, and thus use random parameters as well as random noises to model the parametric uncertainties and the lack of knowledge on the physics of these systems. The error analysis of these ... Leer más

    $49.99 USD

  • Finance with Monte Carlo

    de Ronald W. Shonkwiler ...
    Series series Mathematics and Statistics (R0)
    This text introduces upper division undergraduate/beginning graduate students in mathematics, finance, or economics, to the core topics of a beginning course in finance/financial engineering. Particular emphasis is placed on exploiting the power of the Monte Carlo method to illustrate and explore financial principles. Monte Carlo is the uniquely appropriate tool for modeling the random factors ... Leer más

    $49.49 USD

  • Equations Involving Malliavin Calculus Operators

    Applications and Numerical Approximation

    de Hermann Mena, Tijana Levajković ...
    Series series Mathematics and Statistics (R0)
    This book provides a comprehensive and unified introduction to stochastic differential equations and related optimal control problems. The material is new and the presentation is reader-friendly. A major contribution of the book is the development of generalized Malliavin calculus in the framework of white noise analysis, based on chaos expansion representation of stochastic processes and its ... Leer más

    $53.99 USD

  • Modeling Coastal Hypoxia

    Numerical Simulations of Patterns, Controls and Effects of Dissolved Oxygen Dynamics

    Edición de Dubravko Justic, Kenneth A. Rose, Robert D. Hetland, Katja Fennel ...
    Series series Biomedical and Life Sciences (R0)
    This book provides a snapshot of representative modeling analyses of coastal hypoxia and its effects. Hypoxia refers to conditions in the water column where dissolved oxygen falls below levels that can support most metazoan marine life (i.e., 2 mg O2 l-1). The number of hypoxic zones has been increasing at an exponential rate since the 1960s; there are currently more than 600 documented hypoxic ... Leer más

    $215.99 USD

  • Explosive Percolation in Random Networks

    de Wei Chen ...
    Series series Mathematics and Statistics (R0)
    This thesis is devoted to the study of the Bohman-Frieze-Wormald percolation model, which exhibits a discontinuous transition at the critical threshold, while the phase transitions in random networks are originally considered to be robust continuous phase transitions. The underlying mechanism that leads to the discontinuous transition in this model is carefully analyzed and many interesting ... Leer más

    $89.99 USD

  • Advances in Stochastic and Deterministic Global Optimization

    Edición de Julius Žilinskas, Anatoly Zhigljavsky, Panos M. Pardalos ...
    Series series Mathematics and Statistics (R0)
    Current research results in stochastic and deterministic global optimization including single and multiple objectives are explored and presented in this book by leading specialists from various fields. Contributions include applications to multidimensional data visualization, regression, survey calibration, inventory management, timetabling, chemical engineering, energy systems, and competitive ... Leer más

    $98.99 USD

  • Asymptotic Chaos Expansions in Finance

    Theory and Practice

    de David Nicolay ...
    Series series Mathematics and Statistics (R0)
    Stochastic instantaneous volatility models such as Heston, SABR or SV-LMM have mostly been developed to control the shape and joint dynamics of the implied volatility surface. In principle, they are well suited for pricing and hedging vanilla and exotic options, for relative value strategies or for risk management. In practice however, most SV models lack a closed form valuation for European ... Leer más

    $49.99 USD

  • A Panorama of Discrepancy Theory

    Edición de Anand Srivastav, William Chen, Giancarlo Travaglini ...
    Series series Mathematics and Statistics (R0)
    This is the first work on Discrepancy Theory to show the present variety of points of view and applications covering the areas Classical and Geometric Discrepancy Theory, Combinatorial Discrepancy Theory and Applications and Constructions. It consists of several chapters, written by experts in their respective fields and focusing on the different aspects of the theory.Discrepancy theory concerns ... Leer más

    $49.99 USD

  • Extraction of Quantifiable Information from Complex Systems

    Edición de Stephan Dahlke, Wolfgang Dahmen, Michael Griebel, Wolfgang Hackbusch, Klaus Ritter, Reinhold Schneider, Christoph Schwab, Harry Yserentant ...
    Series series Mathematics and Statistics (R0)
    In April 2007, the Deutsche Forschungsgemeinschaft (DFG) approved the Priority Program 1324 “Mathematical Methods for Extracting Quantifiable Information from Complex Systems.” This volume presents a comprehensive overview of the most important results obtained over the course of the program. Mathematical models of complex systems provide the foundation for further technological developments in ... Leer más

    $49.99 USD

  • Introduction to Uncertainty Quantification

    de T.J. Sullivan ...
    Series series Mathematics and Statistics (R0)
    This text provides a framework in which the main objectives of the field of uncertainty quantification (UQ) are defined and an overview of the range of mathematical methods by which they can be achieved. Complete with exercises throughout, the book will equip readers with both theoretical understanding and practical experience of the key mathematical and algorithmic tools underlying the treatment ... Leer más

    $62.99 USD