Springer Finance - Implementing Models in Quantitative Finance: Methods and Cases
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Published By Springer Berlin Heidelberg

9783540223481, 9783540499596

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Numerical Solution of Linear Systems

Springer Finance - Implementing Models in Quantitative Finance: Methods and Cases ◽

10.1007/978-3-540-49959-6_5 ◽

2007 ◽

pp. 121-156

Keyword(s):

Numerical Solution ◽

Linear Systems

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Finite Difference Methods

Springer Finance - Implementing Models in Quantitative Finance: Methods and Cases ◽

10.1007/978-3-540-49959-6_4 ◽

2007 ◽

pp. 83-120

Keyword(s):

Finite Difference ◽

Finite Difference Methods ◽

Difference Methods

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An “American” Monte Carlo

Springer Finance - Implementing Models in Quantitative Finance: Methods and Cases ◽

10.1007/978-3-540-49959-6_13 ◽

2007 ◽

pp. 345-351

Keyword(s):

Monte Carlo

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Estimating the Risk-Neutral Density

Springer Finance - Implementing Models in Quantitative Finance: Methods and Cases ◽

10.1007/978-3-540-49959-6_12 ◽

2007 ◽

pp. 331-344

Keyword(s):

Neutral Density ◽

Risk Neutral ◽

Risk Neutral Density

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Automatic Trading: Winning or Losing in a kBit

Springer Finance - Implementing Models in Quantitative Finance: Methods and Cases ◽

10.1007/978-3-540-49959-6_11 ◽

2007 ◽

pp. 311-328

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Nonparametric Estimation of Jump-Diffusions

Springer Finance - Implementing Models in Quantitative Finance: Methods and Cases ◽

10.1007/978-3-540-49959-6_25 ◽

2007 ◽

pp. 531-541

Keyword(s):

Nonparametric Estimation ◽

Jump Diffusions

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Parametric Estimation of Jump-Diffusions

Springer Finance - Implementing Models in Quantitative Finance: Methods and Cases ◽

10.1007/978-3-540-49959-6_24 ◽

2007 ◽

pp. 519-530

Keyword(s):

Parametric Estimation ◽

Jump Diffusions

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Swinging on a Tree

Springer Finance - Implementing Models in Quantitative Finance: Methods and Cases ◽

10.1007/978-3-540-49959-6_20 ◽

2007 ◽

pp. 457-467

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A Sparkling Option

Springer Finance - Implementing Models in Quantitative Finance: Methods and Cases ◽

10.1007/978-3-540-49959-6_19 ◽

2007 ◽

pp. 441-455

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Electrifying the Price of Power

Springer Finance - Implementing Models in Quantitative Finance: Methods and Cases ◽

10.1007/978-3-540-49959-6_18 ◽

2007 ◽

pp. 427-439

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