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Many topics investigated in this book are new areas of research and make a significant contribution to the scientific community of financial engineers. They also represent a valuable development for practitioners.
Many topics investigated in this book are new areas of research and make a significant contribution to the scientific community of financial engineers. They also represent a valuable development for practitioners.
Presents sensitivity analysis of interest rate derivatives in the class of Cheyette models that is unique in the literature
Uses sparse grid technique, adjusts it slightly and can solve high-dimensional PDEs
Addressed to financial engineers and practitioners?
Includes supplementary material: [...]
Erscheinungsjahr: | 2013 |
---|---|
Fachbereich: | Allgemeines |
Genre: | Mathematik, Medizin, Naturwissenschaften, Technik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Taschenbuch |
Inhalt: |
xviii
209 S. 33 s/w Illustr. 209 p. 33 illus. |
ISBN-13: | 9783642349249 |
ISBN-10: | 3642349242 |
Sprache: | Englisch |
Einband: | Kartoniert / Broschiert |
Autor: | Beyna, Ingo |
Hersteller: |
Springer-Verlag GmbH
Springer Berlin Heidelberg |
Verantwortliche Person für die EU: | Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com |
Maße: | 235 x 155 x 13 mm |
Von/Mit: | Ingo Beyna |
Erscheinungsdatum: | 08.03.2013 |
Gewicht: | 0,353 kg |
Presents sensitivity analysis of interest rate derivatives in the class of Cheyette models that is unique in the literature
Uses sparse grid technique, adjusts it slightly and can solve high-dimensional PDEs
Addressed to financial engineers and practitioners?
Includes supplementary material: [...]
Erscheinungsjahr: | 2013 |
---|---|
Fachbereich: | Allgemeines |
Genre: | Mathematik, Medizin, Naturwissenschaften, Technik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Taschenbuch |
Inhalt: |
xviii
209 S. 33 s/w Illustr. 209 p. 33 illus. |
ISBN-13: | 9783642349249 |
ISBN-10: | 3642349242 |
Sprache: | Englisch |
Einband: | Kartoniert / Broschiert |
Autor: | Beyna, Ingo |
Hersteller: |
Springer-Verlag GmbH
Springer Berlin Heidelberg |
Verantwortliche Person für die EU: | Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com |
Maße: | 235 x 155 x 13 mm |
Von/Mit: | Ingo Beyna |
Erscheinungsdatum: | 08.03.2013 |
Gewicht: | 0,353 kg |