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Novel Methods in Computational Finance - Ehrhardt, Matthias (Editor), and Günther, Michael (Editor), and Ter Maten, E Jan W (Editor)
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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

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Novel Methods in Computational Finance 2018, Springer, Cham

ISBN-13: 9783319870403

Trade paperback

Novel Methods in Computational Finance 2017, Springer, Cham

ISBN-13: 9783319612812

2017 edition

Hardcover