Novel Methods in Computational Finance

Zusatztext

Offers new or improved methods for dealing with volatility of the financial marketIncludes concise discussion of modelling, analysis and numerical solution methods for nonlinear Black-Scholes equations Several sections devoted to GPU programming techniques for solving financial problems Special chapter on software includes the Computational Finance Toolbox that  provides insights to the detailed implementation of the proposed methods

Autorenportrait

Matthias Ehrhardt is coordinator of ITN STRIKE.and professor of mathematics at University of Wuppertal, Germany.

Weitere Details