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Computational Methods for Quantitative Finance

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Attention for Chapter 11: Sensitivities and Greeks
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Chapter title
Sensitivities and Greeks
Chapter number 11
Book title
Computational Methods for Quantitative Finance
Published by
Springer, Berlin, Heidelberg, January 2013
DOI 10.1007/978-3-642-35401-4_11
Book ISBNs
978-3-64-235400-7, 978-3-64-235401-4
Authors

Norbert Hilber, Oleg Reichmann, Christoph Schwab, Christoph Winter