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Computational Methods for Quantitative Finance

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Cover of 'Computational Methods for Quantitative Finance'

Table of Contents

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    Book Overview
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    Chapter 1 Notions of Mathematical Finance
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    Chapter 2 Elements of Numerical Methods for PDEs
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    Chapter 3 Finite Element Methods for Parabolic Problems
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    Chapter 4 European Options in BS Markets
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    Chapter 5 American Options
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    Chapter 6 Exotic Options
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    Chapter 7 Interest Rate Models
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    Chapter 8 Multi-asset Options
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    Chapter 9 Stochastic Volatility Models
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    Chapter 10 Lévy Models
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    Chapter 11 Sensitivities and Greeks
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    Chapter 12 Wavelet Methods
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    Chapter 13 Multidimensional Diffusion Models
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    Chapter 14 Multidimensional Lévy Models
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    Chapter 15 Stochastic Volatility Models with Jumps
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    Chapter 16 Multidimensional Feller Processes
Attention for Chapter 3: Finite Element Methods for Parabolic Problems
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