Advanced Monte Carlo Techniques (English)
- New search for: Aichinger, Michael
- New search for: Binder, Andreas
- New search for: Aichinger, Michael
- New search for: Binder, Andreas
In:
A Workout in Computational Finance
;
161-177
;
2013
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ISBN:
- Article/Chapter (Book) / Electronic Resource
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Title:Advanced Monte Carlo Techniques
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Contributors:Aichinger, Michael ( author ) / Binder, Andreas ( author )
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Published in:A Workout in Computational Finance ; 161-177
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Publisher:
- New search for: John Wiley & Sons, Ltd
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Place of publication:Chichester, UK
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Publication date:2013-07-26
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Size:17 pages
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ISBN:
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DOI:
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Type of media:Article/Chapter (Book)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents eBook
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Introduction and Reading GuideAichinger, Michael / Binder, Andreas et al. | 2013
- 7
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Binomial TreesAichinger, Michael / Binder, Andreas et al. | 2013
- 17
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Finite Differences and the Black‐Scholes PDEAichinger, Michael / Binder, Andreas et al. | 2013
- 39
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Mean Reversion and Trinomial TreesAichinger, Michael / Binder, Andreas et al. | 2013
- 55
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Upwinding Techniques for Short Rate ModelsAichinger, Michael / Binder, Andreas et al. | 2013
- 71
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Boundary, Terminal and Interface Conditions and their InfluenceAichinger, Michael / Binder, Andreas et al. | 2013
- 81
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Finite Element MethodsAichinger, Michael / Binder, Andreas et al. | 2013
- 117
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Solving Systems of Linear EquationsAichinger, Michael / Binder, Andreas et al. | 2013
- 133
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Monte Carlo SimulationAichinger, Michael / Binder, Andreas et al. | 2013
- 161
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Advanced Monte Carlo TechniquesAichinger, Michael / Binder, Andreas et al. | 2013
- 179
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Valuation of Financial Instruments with Embedded American/Bermudan Options within Monte Carlo FrameworksAichinger, Michael / Binder, Andreas et al. | 2013
- 193
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Characteristic Function Methods for Option PricingAichinger, Michael / Binder, Andreas et al. | 2013
- 209
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Numerical Methods for the Solution of PIDEsAichinger, Michael / Binder, Andreas et al. | 2013
- 217
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Copulas and the Pitfalls of CorrelationAichinger, Michael / Binder, Andreas et al. | 2013
- 239
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Parameter Calibration and Inverse ProblemsAichinger, Michael / Binder, Andreas et al. | 2013
- 253
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Optimization TechniquesAichinger, Michael / Binder, Andreas et al. | 2013
- 269
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Risk ManagementAichinger, Michael / Binder, Andreas et al. | 2013
- 285
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Quantitative Finance on Parallel ArchitecturesAichinger, Michael / Binder, Andreas et al. | 2013
- 297
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Building Large Software Systems for the Financial IndustryAichinger, Michael / Binder, Andreas et al. | 2013
- 301
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BibliographyAichinger, Michael / Binder, Andreas et al. | 2013
- 307
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IndexAichinger, Michael / Binder, Andreas et al. | 2013
- i
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Front MatterAichinger, Michael / Binder, Andreas et al. | 2013