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Numerical Methods in Finance

Overview of attention for book
Cover of 'Numerical Methods in Finance'

Table of Contents

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    Book Overview
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    Chapter 1 An Introduction to Particle Methods with Financial Applications
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    Chapter 2 American Option Valuation with Particle Filters
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    Chapter 3 Monte Carlo Methods for Adaptive Disorder Problems
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    Chapter 4 Numerical Methods in Finance
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    Chapter 5 Optimal Hedging of American Options in Discrete Time
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    Chapter 6 Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options
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    Chapter 7 Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods
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    Chapter 8 Least-Squares Monte Carlo for Backward SDEs
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    Chapter 9 Pricing American Options in an Infinite Activity Lévy Market: Monte Carlo and Deterministic Approaches Using a Diffusion Approximation
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    Chapter 10 Fourier Cosine Expansions and Put–Call Relations for Bermudan Options
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    Chapter 11 A Practical View on Valuation of Multi-Exercise American Style Options in Gas and Electricity Markets
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    Chapter 12 Swing Options Valuation: A BSDE with Constrained Jumps Approach
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    Chapter 13 Swing Option Pricing by Optimal Exercise Boundary Estimation
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    Chapter 14 Gas Storage Hedging
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    Chapter 15 Sensitivity Analysis of Energy Contracts by Stochastic Programming Techniques
Attention for Chapter 14: Gas Storage Hedging
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Citations

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Chapter title
Gas Storage Hedging
Chapter number 14
Book title
Numerical Methods in Finance
Published by
Springer, Berlin, Heidelberg, January 2012
DOI 10.1007/978-3-642-25746-9_14
Book ISBNs
978-3-64-225745-2, 978-3-64-225746-9
Authors

Xavier Warin

View on publisher site
Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 11 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 11 100%

Demographic breakdown

Readers by professional status Count As %
Other 2 18%
Student > Master 2 18%
Student > Bachelor 1 9%
Student > Ph. D. Student 1 9%
Professor 1 9%
Other 2 18%
Unknown 2 18%
Readers by discipline Count As %
Mathematics 3 27%
Economics, Econometrics and Finance 3 27%
Physics and Astronomy 2 18%
Business, Management and Accounting 1 9%
Unknown 2 18%

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