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  • Finite Element Methods for Derivative Pricing
    Norbert Hilber; Oleg Reichmann; Christoph Schwab; Christoph Winter
    978-3-642-35401-4
    2013
    Edition 1
    • Offers an accessible introduction to modern deterministic numerical methods of option pricing
    • Presents methods for all standard European plain vanilla option as well as for widely used exotic derivative contracts, such as Barrier, American and multiperiod contracts
    • Includes a large section on methods for pricing derivatives on baskets, such as Lévy Copula models ?
    • Includes supplementary material: sn.pub/extras

    €160

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