標題: Titlebook: Novel Methods in Computational Finance; Matthias Ehrhardt,Michael Günther,E. Jan W. ter Ma Book 2017 Springer International Publishing AG [打印本頁] 作者: GERM 時間: 2025-3-21 16:07
書目名稱Novel Methods in Computational Finance影響因子(影響力)
書目名稱Novel Methods in Computational Finance影響因子(影響力)學(xué)科排名
書目名稱Novel Methods in Computational Finance網(wǎng)絡(luò)公開度
書目名稱Novel Methods in Computational Finance網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Novel Methods in Computational Finance被引頻次
書目名稱Novel Methods in Computational Finance被引頻次學(xué)科排名
書目名稱Novel Methods in Computational Finance年度引用
書目名稱Novel Methods in Computational Finance年度引用學(xué)科排名
書目名稱Novel Methods in Computational Finance讀者反饋
書目名稱Novel Methods in Computational Finance讀者反饋學(xué)科排名
作者: Introduction 時間: 2025-3-21 21:12
A Highly Efficient Numerical Method for the SABR Model some known issues of the implied volatility expression for small strike values are overcome. A generalization of this technique to the multiple time-step case has been presented in Leitao et al. (On an efficient multiple time-step Monte Carlo simulation of the SABR model 2016, submitted for publication. Available at SSRN: .).作者: mitral-valve 時間: 2025-3-22 03:33
Accurate Vega Calculation for Bermudan Swaptionshift of single volatility surface grid points. Thus this procedure may underestimate sensitivities. In this chapter, we demonstrate how Adjoint Algorithmic Differentiation can be used to calculate accurate and stable Vegas without loss of performance.作者: 安裝 時間: 2025-3-22 05:21 作者: 抑制 時間: 2025-3-22 12:47 作者: 粗糙濫制 時間: 2025-3-22 16:06
1612-3956 merical solution methods for nonlinear Black-Scholes equatio.This book discusses the state-of-the-art and open problems in computational finance. It presents a collection of research outcomes and reviews of the work from the STRIKE project, an FP7 Marie Curie Initial Training Network (ITN) project i作者: Meager 時間: 2025-3-22 18:55
Nonlinear Parabolic Equations Arising in Mathematical Financens, both problems can be represented by solutions to nonlinear parabolic equations. Qualitative analysis will be focused on issues concerning the existence and uniqueness of solutions. In the numerical part we discuss a stable finite-volume and finite difference schemes for solving fully nonlinear parabolic equations.作者: Pudendal-Nerve 時間: 2025-3-22 22:13 作者: enmesh 時間: 2025-3-23 02:07 作者: padding 時間: 2025-3-23 08:32
Stochastic Dynamic Programming and Control of Markov Processests of the dynamic programming principle and Hamilton-Jacobi-Bellman equations and their potential as tools to solve a large array of optimization problems, without paying too much attention to the technical difficulties that often arise in concrete applications.作者: grenade 時間: 2025-3-23 13:12
Newton-Based Solvers for Nonlinear PDEs in Financend one addresses to solve the deferred correction problem which is transformed from the original PDE. Different numerical experiments in terms of accuracy and efficiency are compared and some improvements using Newton-like methods are also discussed.作者: 不合 時間: 2025-3-23 15:57 作者: 柔美流暢 時間: 2025-3-23 20:02 作者: Exterior 時間: 2025-3-23 23:46
Mathematics in Industryhttp://image.papertrans.cn/n/image/668424.jpg作者: colostrum 時間: 2025-3-24 02:38 作者: Formidable 時間: 2025-3-24 07:13
Modified Barrier Penalization Method for Pricing American OptionsWe propose a modified interior penalization method which is applicable to different types of American options. Further, we develop an efficient numerical approach for solving the resulting nonlinear parabolic partial differential problem. Numerical experiments illustrate the performance of the method.作者: 酷熱 時間: 2025-3-24 11:16
978-3-319-87040-3Springer International Publishing AG 2017作者: Crohns-disease 時間: 2025-3-24 15:59
Novel Methods in Computational Finance978-3-319-61282-9Series ISSN 1612-3956 Series E-ISSN 2198-3283 作者: scrutiny 時間: 2025-3-24 22:44
Ansgar Jüngel,Lara Trussardi you through your development environment set up . .Covers everything you need to create both standards compliant web sites, and dynamic web applications . .Teaches real wo978-1-4302-1610-0978-1-4302-1611-7作者: Basal-Ganglia 時間: 2025-3-25 02:36 作者: mediocrity 時間: 2025-3-25 04:28
J?rg Kienitzn overall project. The exercises are fun and compelling and allow you to place your own creative stamp on them, while still following the steps to completion...The final chapter focuses 978-1-4302-2353-5978-1-4302-2354-2作者: 教義 時間: 2025-3-25 09:23 作者: 后來 時間: 2025-3-25 12:15
1612-3956 us growth. Advanced numerical techniques are now essential to the majority of present-day applications in the financial industry...Special attention is devoted to a uniform methodology for both testing the late978-3-319-87040-3978-3-319-61282-9Series ISSN 1612-3956 Series E-ISSN 2198-3283 作者: 隼鷹 時間: 2025-3-25 18:35 作者: AGGER 時間: 2025-3-25 23:27 作者: aspersion 時間: 2025-3-26 01:01
Miglena N. Koleva,Radoslav L. Valkovt game development problem and builds on the knowledge gained from the previous project. ..Many advanced game development techniques are covered, including particle systems, advanced controls, artificial intelligence, blitting, scrolling, and more. . .978-1-4302-2614-7978-1-4302-2615-4作者: 神經(jīng) 時間: 2025-3-26 07:06
t game development problem and builds on the knowledge gained from the previous project. ..Many advanced game development techniques are covered, including particle systems, advanced controls, artificial intelligence, blitting, scrolling, and more. . .978-1-4302-2614-7978-1-4302-2615-4作者: 昏暗 時間: 2025-3-26 08:29 作者: 以煙熏消毒 時間: 2025-3-26 16:30 作者: 不能約 時間: 2025-3-26 17:26
Negative Rates: New Market Practicen be used as input to the Bachelier pricing formula. Together with the current forward value and the time to maturity this leads to prices of European Call and Put options..We have to stress the fact that the approximation formulae can serve for calibration purposes where fast calculation of prices 作者: 休戰(zhàn) 時間: 2025-3-26 23:41 作者: Gorilla 時間: 2025-3-27 01:58 作者: 使激動 時間: 2025-3-27 08:05
PDE Methods for SABRase .(.) = .. is the original SABR model which was introduced in Hagan et?al. (Wilmott Mag 1:84–108, 2002). Special versions of the model are known as the log-normal SABR model, .(.) = ., the Normal or Bachelier SABR model, .(.) = 1 and the shifted SABR model .(.) = (. + .)., with . > 0. Recently, A作者: 連鎖 時間: 2025-3-27 10:32
Book 2017complexity of mathematical models employed in financial mathematics has witnessed tremendous growth. Advanced numerical techniques are now essential to the majority of present-day applications in the financial industry...Special attention is devoted to a uniform methodology for both testing the late作者: etidronate 時間: 2025-3-27 16:05
code, other best practices. It then focuses on all the most important areas of a successful web site—typography, images, navigation, tables, layouts, forms and feedback (including ready made PHP scripts for you to use,) and browser quirks, hacks and bugs. The book is completely up-to-date, covering support978-1-59059-907-5978-1-4302-0479-4作者: 保留 時間: 2025-3-27 21:26
Daniel ?ev?ovi?. .Covers everything you need to create both standards compliant web sutes, and dynamic web applications . .Teaches several real world techniques using a series of step by step tutorials ..978-1-59059-859-7978-1-4302-0288-2作者: 充滿人 時間: 2025-3-28 00:42
termediate Flash user, this book uses complete examples that highlight best practices that you can apply to your daily work as a developer or designer in today‘s rich media world..978-1-4302-1811-1978-1-4302-1812-8作者: 平息 時間: 2025-3-28 02:21
Ljudmila A. Bordag,Ivan P. Yamshchikovtermediate Flash user, this book uses complete examples that highlight best practices that you can apply to your daily work as a developer or designer in today‘s rich media world..978-1-4302-1811-1978-1-4302-1812-8作者: GET 時間: 2025-3-28 06:44 作者: 形容詞 時間: 2025-3-28 14:19 作者: Grievance 時間: 2025-3-28 16:40
termediate Flash user, this book uses complete examples that highlight best practices that you can apply to your daily work as a developer or designer in today‘s rich media world..978-1-4302-1811-1978-1-4302-1812-8作者: 小故事 時間: 2025-3-28 21:00 作者: 幸福愉悅感 時間: 2025-3-29 00:56
álvaro Leitao,Lech A. Grzelak,Cornelis W. Oosterleeses...Put quite simply, this book is all youll need to master Flex 2 and ActionScript 3.0 application development. Welcome to the revolution!.. .Understand MXML containers . .Create transitions . .Create data-driven applications with XML . .Interface Flex with ColdFusion . .Understand the power of states ..978-1-59059-733-0978-1-4302-0336-0作者: LIEN 時間: 2025-3-29 04:13
J?rg Kienitz,Thomas McWalter,Roelof Sheppardses...Put quite simply, this book is all youll need to master Flex 2 and ActionScript 3.0 application development. Welcome to the revolution!.. .Understand MXML containers . .Create transitions . .Create data-driven applications with XML . .Interface Flex with ColdFusion . .Understand the power of states ..978-1-59059-733-0978-1-4302-0336-0作者: 網(wǎng)絡(luò)添麻煩 時間: 2025-3-29 08:55
Nonlinear Parabolic Equations Arising in Mathematical Financenancial mathematics. The main purpose is to review various non-linear extensions of the classical Black-Scholes theory for pricing financial instruments, as well as models of stochastic dynamic portfolio optimization leading to the Hamilton-Jacobi-Bellman (HJB) equation. After suitable transformatio作者: obscurity 時間: 2025-3-29 13:34
Modeling of Herding and Wealth Distribution in Large Marketshe results on the modeling, analysis, and numerical simulation of three market models are briefly reviewed. The interplay of the agents with external sources, herding phenomena, and irrationality of the individuals as well as the exchange of knowledge and wealth is explored mathematically. The focus作者: 終止 時間: 2025-3-29 16:20 作者: 符合規(guī)定 時間: 2025-3-29 22:30
Negative Rates: New Market Practicemarket environment and show the changes in the modelling landscape. Our scope is on models that can accommodate negative rates. Especially, we focus on a recently proposed model which extends the classical SABR model of Hagan et al. (Wilmott Mag 1:84–108, 2002). This model was introduced in (Antonov作者: Encoding 時間: 2025-3-30 03:38
Accurate Vega Calculation for Bermudan Swaptionsnd risk management. Vega is the sensitivity of the price with respect to changes in market volatilities (i.e.?implied Black’76 or Bachelier volatilities). This sensitivity is of particular importance for Bermudan Swaptions..It is common practice to evaluate Vega by shifting market data and re-evalua作者: Flagging 時間: 2025-3-30 07:47
Modelling and Calibration of Stochastic Correlation in Financeets. Market observations give evidence that the correlation is hardly a deterministic quantity, however, a constant or deterministic correlation has been widely used, although it may lead to correlation risk. It has been recently proposed to model correlation by a stochastic process, similar to stoc作者: grudging 時間: 2025-3-30 09:39 作者: 書法 時間: 2025-3-30 12:23 作者: Cultivate 時間: 2025-3-30 18:39
Stochastic Dynamic Programming and Control of Markov Processest is based on lectures given by the author at the Summer School on Computational Finance held at Smolenice Castle, Slovakia, in September 2014..The key theoretical ideas behind the approach are outlined in a somewhat abstract setting. We hope that this will help the reader to understand the key poin作者: GEN 時間: 2025-3-30 23:15 作者: Root494 時間: 2025-3-31 02:12 作者: 委托 時間: 2025-3-31 07:22
