Computational Methods for Quantitative Finance

Norbert Hilber (), Oleg Reichmann (), Christoph Schwab () and Christoph Winter ()
Additional contact information
Norbert Hilber: Zurich University of Applied Sciences
Oleg Reichmann: Swiss Federal Inst. of Technology (ETH)
Christoph Schwab: Swiss Federal Inst. of Technology (ETH)
Christoph Winter: Allianz Deutschland AG

in Springer Finance from Springer, currently edited by Francesca Biagini, Bruno Bouchard, Mark Broadie, Paolo Guasoni, Charles-Albert Lehalle, Mathieu Rosenbaum

Date: 2013
Edition: 2013
ISBN: 978-3-642-35401-4
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Chapters in this book:

Ch Chapter 1 Notions of Mathematical Finance

Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter

Ch Chapter 10 Lévy Models

Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter

Ch Chapter 11 Sensitivities and Greeks

Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter

Ch Chapter 12 Wavelet Methods

Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter

Ch Chapter 13 Multidimensional Diffusion Models

Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter

Ch Chapter 14 Multidimensional Lévy Models

Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter

Ch Chapter 15 Stochastic Volatility Models with Jumps

Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter

Ch Chapter 16 Multidimensional Feller Processes

Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter

Ch Chapter 2 Elements of Numerical Methods for PDEs

Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter

Ch Chapter 3 Finite Element Methods for Parabolic Problems

Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter

Ch Chapter 4 European Options in BS Markets

Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter

Ch Chapter 5 American Options

Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter

Ch Chapter 6 Exotic Options

Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter

Ch Chapter 7 Interest Rate Models

Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter

Ch Chapter 8 Multi-asset Options

Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter

Ch Chapter 9 Stochastic Volatility Models

Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter

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DOI: 10.1007/978-3-642-35401-4

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