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Numerical Methods and Optimization in Finance

of estimation and option pricing models. Such practical examples allow readers to learn the steps for solving specific problems and apply these steps to;

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Numerical Methods In Finance With C++

with straightforward option pricing on binomial trees, the book gradually progresses towards more advanced topics, including nonlinear solvers;

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Computational Methods in Financial Engineering

optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current;

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Nonlinear Option Pricing

New Tools to Solve Your Option Pricing Problems For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods;

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Mastering Mathematical Finance

with straightforward option pricing on binomial trees, the book gradually progresses towards more advanced topics, including nonlinear solvers;

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Mastering Mathematical Finance

with straightforward option pricing on binomial trees, the book gradually progresses towards more advanced topics, including nonlinear solvers;

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Mathematical Modeling And Methods Of Option Pricing

to the Black-Scholes-Merton's option pricing theory.A unified approach is used to model various types of option pricing as PDE problems, to;

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Numerical Methods and Optimization in Finance

allocation to risk management and from option pricing to model calibration-can be efficiently handled using modern computational techniques;

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Artificial Intelligence for Automated Pricing Based on Product Descriptions

and deep learning methods for pricing, including from regression methods to hybrid and ensemble methods. The computational experiments are;

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Computational Methods for Option Pricing

focus on numerical algorithms for the fast and accurate pricing of financial derivatives and for the calibration of parameters.Option pricing;

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PDE and Martingale Methods in Option Pricing

This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. The;

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Introduction To Computational Finance, An

Although there are several publications on similar subjects, this book mainly focuses on pricing of options and bridges the gap between;

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Option Volatility & Pricing Workbook: Practicing Advanced Trading Strategies and Techniques

Raise your options investing game to a new level through smart, focused practice For decades, Sheldon Natenberg's Option Volatility;

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Complete Gde To Option Pricing Formulas

access to: Options Pricing OverviewBlack-Scholes-MertonBlack-Scholes-Merton GreeksAnalytical Formulas for American OptionsExotic Options;

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Tools for Computational Finance

such methods work in financial engineering. By concentrating on the field of option pricing, a core task of financial engineering and risk;

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Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing

volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This;

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An Introduction to Exotic Option Pricing

-Scholes option pricing to its limits, the author introduces a powerful formula for pricing a class of multi-asset, multiperiod derivatives. He;

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An Introduction to Exotic Option Pricing

-Scholes option pricing to its limits, the author introduces a powerful formula for pricing a class of multi-asset, multiperiod derivatives. He;

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Weak Convergence of Financial Markets

-time approximations of continuous-time dynamics. The third part deals with lattice- and tree-based computational procedures for option pricing;

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Quantitative Methods in Derivatives Pricing

also serve as a reference for practitioners seeking basic information on alternative pricing methodologies. Domingo Tavella is President;

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Option Pricing by Means of Genetic Programming

Option Pricing by Means of Genetic Programming is een boek van Andreas Heigl;

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Stochastic Dominance Option Pricing

pricing paradigm to the prevailing no arbitrage simultaneous equilibrium in the frictionless underlying and option markets. This new methodology;

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The Time-Discrete Method of Lines for Options and Bonds

in finance. In The Time-Discrete Method of Lines for Options and Bonds, Gunter H Meyer examines PDE models for financial derivatives and shows where;

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Computational Methods in Finance

now require robust techniques for numerical analysis. Covering advanced quantitative techniques, Computational Methods in Finance explains how;

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General Equilibrium Option Pricing Method

This book mainly addresses the general equilibrium asset pricing method in two aspects: option pricing and variance risk premium. First;

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Basic Black-Scholes

-Scholes option pricing code for the HP17B, HP19B, and HP12C. An accompanying spreadsheet allows the user to forecast transactions costs for option;

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Basic Black-Scholes

-Scholes option pricing code for the HP17B, HP19B, and HP12C. An accompanying spreadsheet allows the user to forecast transactions costs for option;

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