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eBook Analytical and Numerical Methods for Pricing Financial Derivatives (Mathematics Research Developments) download

by Beata Stehlikova,Karol Mikula,Daniel Sevcovic

eBook Analytical and Numerical Methods for Pricing Financial Derivatives (Mathematics Research Developments) download ISBN: 1617287806
Author: Beata Stehlikova,Karol Mikula,Daniel Sevcovic
Publisher: Nova Science Pub Inc; UK ed. edition (November 30, 2011)
Language: English
Pages: 309
ePub: 1685 kb
Fb2: 1621 kb
Rating: 4.8
Other formats: txt lit docx azw
Category: Math Sciences
Subcategory: Mathematics

Daniel Sevcovic (Author), Beata Stehlikova (Author), Karol Mikula (Author) & 0 more. Analytical and Numerical. has been added to your Cart.

Daniel Sevcovic (Author), Beata Stehlikova (Author), Karol Mikula (Author) & 0 more. ISBN-13: 978-1617287800. in Books Textbooks Science & Mathematics Mathematics.

The pricing of many short-dated and long-dated derivatives depends directly on the stochastic process specified for particular interest rates.

Also discussed herein is the qualitative analysis and practical methods of their pricing. The pricing of many short-dated and long-dated derivatives depends directly on the stochastic process specified for particular interest rates. In this paper the authors investigate the properties of several stochastic processes fitted to the time series of 3-month and 6-month London Interbank Offer Rates.

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Introduction The role of protecting financial portfolios Black-Scholes & Merton model European style of options Analysis of dependence of option prices on model parameters Option pricing under transaction costs Modeling & pricing exotic financial derivatives Short interest rate modeling Pricing of interest rate derivatives American types of derivative securities Numerical methods for pricing of simple derivatives Non-linear extensions of the Black-Scholes pricing . oceedings{alAN, title {Analytical and Numerical Methods for Pricing Financial Derivatives}, author {Daniel Sevcovic}, year {2011} }. Daniel Sevcovic.

evčovič, . Stehlíkova, . Mikula, . Analytical and numerical methods for pricing . Karol Mikula Kútik . Mikula K. (2011) Finite Volume Schemes for Solving Nonlinear. Analytical and numerical methods for pricing financial derivatives. Nova Science Publishers, Hauppauge NY (2011)Google Scholar. Cite this paper as: Kútik . (2011) Finite Volume Schemes for Solving Nonlinear Partial Differential Equations in Financial Mathematics. In: Fořt . Fürst . Halama . Herbin . Hubert F. (eds) Finite Volumes for Complex Applications VI Problems & Perspectives. Springer Proceedings in Mathematics, vol 4. Springer, Berlin, Heidelberg.

D Sevcovic, K Mikula. K Mikula, D Sevcovic 2007. D Ševcovic, B Stehlıková, K Mikula. SIAM Journal on Applied Mathematics 61 (5), 1473-1501, 2001. Solution of nonlinear diffusion appearing in image smoothing and edge detection. Applied Numerical Mathematics 17 (1), 47-59, 1995. K Mikula, D Sevcovic. Mathematical Methods in the Applied Sciences 27 (13), 1545-1565, 2004. Computational and qualitative aspects of evolution of curves driven by curvature and external force. K Mikula, D Ševčovič.

sciences relevant to analytic methods and their potential application for the . intelligence community. and on previous NRC reports on effective methods for teaching about dual use issues, the report's authoring. Frontiers in Massive Data Analysis. 39 MB·4,565 Downloads·New!. Solar and Space Physics: A Science for a Technological Society. This book, also based on a workshop, assesses the current state of chemistry and chemical. 59 MB·25,530 Downloads·New!

Analytical and numerical methods for pricing financial derivatives. K Mikula, M Remešíková, P Sarkoci, D Sevcovic. SIAM Journal on Scientific Computing 36 (4), A1384-A1414, 2014.

Analytical and numerical methods for pricing financial derivatives. Nova Science, Hauppauge, 2011. DEA analysis for a large structured bank branch network. D Ševčovič, M Halická, P Brunovský. Weakly nonlinear analysis of the man equation arising from pension savings management. Z Macova, D Sevcovic. arXiv preprint arXiv:0905.

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Authors: Daniel Sevcovic, Beata Stehlikova and Karol Mikula. Book Description: This book presents basic facts and knowledge of pricing financial derivatives. Also discussed herein is the qualitative analysis and practical methods of their pricing. The extensive expansion of various financial derivatives dates back to the beginning of seventies. The analysis of derivative securities was motivated by pioneering works due to economists Myron Scholes and Robert Merton and the theoretical physicist Fisher Black

The extensive expansion of various financial derivatives dates back to the beginning of seventies. This title presents the reader with basic facts and knowledge of pricing financial derivatives. It discusses the qualitative analysis and practical methods of their pricing.