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
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
| Author: Matthias Ehrhardt |
| Publisher: Springer |
| Publication Date: Sep 28, 2017 |
| Number of Pages: 606 pages |
| Binding: Hardback or Cased Book |
| ISBN-10: 3319612816 |
| ISBN-13: 9783319612812 |
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