Your search returned 2 results.

Not what you expected? Check for suggestions

Results
	1.	Computational Methods for Quantitative Finance [electronic resource] : Finite Element Methods for Derivative Pricing / by Norbert Hilber, Oleg Reichmann, Christoph Schwab, Christoph Winter. by Hilber, Norbert [author.] Reichmann, Oleg [author.] Schwab, Christoph [author.] Winter, Christoph [author.] SpringerLink (Online service) Series: Springer Finance Material type: Text; Format: electronic available online ; Literary form: Not fiction Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013 In: Springer eBooks Online resources: Click here to access online Availability: Items available for loan: e-Library (1). Place hold
	2.	Recent progress in theory and applications : foundations, trees, and numerical issues in finance / Thomas Duquesne [and others] ; editors, Ole E. Barndorff-Nielsen [and others] ; with a short biography of Paul Lévy by Jean Jacod. by Schwab, Ch. (Christoph) Barndorff-Nielsen, O. E. (Ole E.) Jacod, Jean Sato, Ken-iti, 1934-. Fractional integrals and extensions of selfdecomposability Duquesne, Thomas. Packing and Hausdorff measures of stable trees Reichmann, Oleg. Numerical analysis of additive, Lévy, and Feller processes with applications to option pricing Series: Lévy matters ; 1. \| Lecture notes in mathematics (Springer-Verlag) ; 2001. Material type: Text; Format: available online ; Nature of contents: ; Literary form: Not fiction Publication details: Heidelberg ; New York : Springer, ©2010 Other title: Foundations, trees and numerical issues in finance Online resources: Click here to access online Availability: Items available for loan: e-Library (1). Place hold

Powered by Koha