Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)
genuine image
Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)
Fast and accurate pricing of derivative contracts in modern finance.
Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)
зүйлийн дугаар: 81732180

Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)

зүйлийн дугаар: 81732180

MNT 346347

Price Details

Excluding Shipping & Custom charges ( Shipping and custom charges will be calculated on checkout )

*All items will import from АНУ

Нөөцөд байна
АНУ USA дэлгүүрээс импортолсон
Яг одоо захиалаад ойрын хугацаанд хүлээн аваарай Пүрэв гараг, 8 дугаар сар 06
Secured transactionsecured transaction

Ubuy works hard to protect your security and privacy. Our advanced payment security system ensures confidentiality by encrypting your information during transmission using AES (Advanced Encryption Standards) and SSL (Secure Socket Layer) protocols. Your payment details are 100% secure as we do not share your payment details with third party sellers.

Our Top Logistics Partners
  • fedex
  • dhl
Fast and accurate pricing of derivative contracts in modern finance.
U-Care баталгаа:
Байхгүй
Төлөвлөгөө сонгох
fast shipping

Fast
Shipping

free return

Free
Return*

secure packaging

Secure Packaging

100% original products

100% Original Products

pci-dss

PCI DSS Compliance

iso certified

ISO 27001 Certified

paypal payment
visa payment
mastercard payment
Note: Step Down Voltage Transformer required for using electronics products of АНУ store (110-120). Recommended power converters Одоо худалдаж авах.

What Stands Out

Advanced Techniques
Covers sophisticated finite element methods tailored for derivative pricing, providing readers with innovative tools to approach financial problems effectively.
Comprehensive Coverage
Delivers in-depth insights into quantitative finance principles, making complex concepts accessible to practitioners and researchers alike, optimizing learning outcomes.
Practical Applications
Offers real-world scenarios and examples, ensuring that users can directly apply theoretical knowledge to industry challenges, enhancing practical understanding.

Бүтээгдэхүүний дэлгэрэнгүй мэдээлэл

Shop Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance) online at a best price in Mongolia. 3642435327
Publisher Springer
Publication date March 7, 2015
Edition 2013th
Language English
Print length 312 pages
ISBN-10 3642435327
ISBN-13 978-3642435324
Item Weight 15.7 ounces (445.1 grams)
Dimensions 6.1 x 0.72 x 9.25 inches (15.5 x 1.8 x 23.5 cm)
Part of series Springer Finance

Who Should Buy?

Suitable For
  • Finance Professionals

    Ideal for financial analysts and traders seeking advanced methods for derivative pricing and risk management.

  • Graduate Students

    Perfect for graduate students specializing in quantitative finance or applied mathematics, looking for in-depth computational techniques.

  • Researchers

    Beneficial for researchers studying innovative algorithms in finance, particularly those focused on finite element methods.

Not Suitable For
  • Beginners

    Not suitable for beginners in finance, as it assumes prior knowledge of quantitative methods and derivative pricing.

БАРААНЫ ТАЙЛБАР

Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)

Асуулга байна уу? Бидэнтэй чатлаарай

Хэрэглэгчийн асуулт ба хариултууд

  • Асуулт: What are computational methods in quantitative finance?

    Хариулт: Computational methods in quantitative finance involve algorithms and numerical techniques used for pricing derivatives, risk management, and financial analytics. These methods allow practitioners to simulate complex financial models and analyze market risks effectively. For example, finite element methods, a focal point in this title, are employed to solve differential equations that arise in options pricing. This enables analysts to better understand price movements and make informed trading decisions.
  • Асуулт: How are finite element methods applied in derivative pricing?

    Хариулт: Finite element methods are numerical techniques used to solve partial differential equations that describe the dynamics of financial derivatives. They work by discretizing the problem into smaller, manageable sections, which allows for precise computation of option prices. This approach is particularly useful in cases involving complex financial instruments with multiple variables. By leveraging finite element methods, traders can optimize their pricing strategies and manage their portfolios with greater accuracy.
  • Асуулт: What topics are covered in the book?

    Хариулт: The book covers a range of topics essential to understanding computational finance, including finite element methods, numerical analysis, and practical applications in derivative pricing. Additionally, it explores theoretical foundations and provides case studies demonstrating how these computational methods can be utilized in real-world financial scenarios. Readers will benefit from both the mathematical rigor and the practical insights presented in the text, enabling them to implement these techniques effectively.
  • Асуулт: Who would benefit from reading this book?

    Хариулт: This book is ideal for finance professionals, quantitative analysts, and students pursuing advanced studies in financial engineering. It serves as a comprehensive resource for those looking to enhance their skills in algorithmic trading and risk management. Moreover, educators and researchers can use the material as a foundational text for teaching computational finance principles, making it suitable for both academic and professional development purposes.
  • Асуулт: What is the significance of finite element methods in finance?

    Хариулт: Finite element methods offer significant advantages in pricing derivatives, particularly due to their flexibility in handling complex geometries and boundary conditions in financial models. This makes them suitable for a wide range of financial instruments and market scenarios. Their ability to yield accurate results in non-linear problems makes them an essential tool for financial analysts aiming to optimize pricing strategies and assess various market risks.
  • Асуулт: Can this book help with algorithmic trading?

    Хариулт: Yes, this book provides valuable insights into the computational techniques necessary for effective algorithmic trading. By mastering the finite element methods and their application in derivative pricing, readers can develop algorithms that execute trades based on quantitative models. Understanding these methods can significantly enhance traders' ability to compete in fast-paced markets while managing risk effectively.
  • Асуулт: Is prior knowledge of finance required to understand the content?

    Хариулт: While a foundational understanding of finance concepts can be beneficial, the book is structured to accommodate readers with varying levels of expertise. It begins with essential principles before delving into complex computational methods. Those without a strong background may need to supplement their learning with introductory finance resources, but they can still grasp the key concepts and applications presented in the book as they progress.
  • Асуулт: What programming skills are beneficial for applying the techniques in the book?

    Хариулт: Familiarity with programming languages such as Python, MATLAB, or C++ can greatly enhance a reader's ability to implement the computational methods discussed in the book. These languages are commonly used for financial modeling and simulation tasks. By developing programming skills, readers can effectively translate the theoretical concepts into practical applications, allowing them to conduct simulations, optimize algorithms, and analyze financial data more efficiently.
  • Асуулт: What are some practical applications of the book’s content?

    Хариулт: The techniques presented in this book can be applied in various scenarios, such as pricing exotic options, managing portfolios, and assessing financial risks in volatile markets. Financial institutions can utilize these methods to develop robust pricing models, while individual traders may implement them for strategy optimization. Additionally, risk managers can leverage these computational approaches to better understand and mitigate potential losses, enhancing overall decision-making in finance.
  • Асуулт: Where can I buy Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing Springer Finance 2013th Edition in Mongolia?

    Хариулт: You can purchase 'Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing Springer Finance 2013th Edition' from Ubuy in Mongolia. Ubuy offers a convenient platform with various options for acquiring this title, ensuring that you can easily find and obtain the book to enhance your knowledge in computational finance.

Probability & Statistics Editorial Review

Редакцийн шүүмж олдсонгүй

Customer Reviews & Ratings

5.0
1 Хэрэглэгчийн үнэлгээ
  • 5 од
    100%
  • 4 од
    0%
  • 3 од
    0%
  • 2 од
    0%
  • 1 од
    0%

Энэ бараанд шүүмж өгөх

Бусад хэрэглэгчидтэй санал бодлоо хуваалцана уу

Давуу тал

  • Comprehensive coverage of methods
  • Clear explanations and examples
  • Useful for practical applications
  • Strong theoretical foundation
  • Well-structured chapters

Сул талууд

  • Some topics may be too advanced for beginners.

Platform Trust & Buyer Confidence

trustpilot logo
4.3/5 9200 + reviews
Read reviews
MA
Mohammad
Verified buyer

“Excellent quality and original too,when ubuy send original things I will appreciate that ,I very satisfied thank you”

23 July 2026 · via Trustpilot
CK
Chitra
Verified buyer

“The order and delivery progress was communicated very well. Package arrived within the estimated time. Products arrived as expected in good condition.”

22-Jul-26 · via Trustpilot
K
kund
Verified buyer

“Good supply of products. Safe payment methods, and shipment worldwide! Genuine products.”

23-Jul-26 · via Trustpilot
OO
Onesi
Verified buyer

“Was my first time buying a product from Ubuy, but I found it so helpful. This is reliable. Gonna place a new order!”

22 July 2026 · via Trustpilot
SJ
SAO JOHN
Verified buyer

“Ubuy is a great online platform to buy stuff. Reliable, fast delivery time and great value for money. I've been using Ubuy online shopping platform for three years now and will continue to do so.”

23 July 2026 · via Trustpilot
Найдвартай төлөлт Global Delivery Easy Returns Genuine Products

Product Price History

Чухал мэдээлэл

  • Хязгаарлалт : Олон улсын хүргэлтээр илгээгдсэн барааны тохиолдолд, үйлдвэрлэгчийн баталгаа хүчингүй байх, үйлдвэрлэгчийн үйлчилгээ хүргэх боломжгүй, барааны заавар, гарын авлага болон анхааруулга очих улсын хэлдээр биш байх магадлалтай гэдгийг анхаарна уу. Мөн бараа болон дагалдах хэрэгсэл нь тухайн улсын стандартыг мөрдөөгүй, чанарын заалт болон шошгын шаардлагыг хангаагүй байх магадлалтай бөгөөд, тухайн улсын цахилгааны вольтод тохирохгүй байж болзошгүй (тохирох адаптер болон хувиргагч шаардлагатай) юм. Хүлээн авагч нь барааг тухайн улс уруу хуулийн дагуу импортлогдохыг батлах ёстой. Ubuy болон түүний холбоот түншүүдээс худалдан авсан тохиолдолд худалдан авагч нь хүлээн авах улсын бүх хууль болон заалтуудыг мөрдөх ёстой.
  • Ubuy нь дэлхий даяар хэрэглэгддэг хайлтын хэрэгсэл учраас Ubuy дээр байгаа бараа бүр зарагдана гэсэн үг биш. Бараанууд нь экспорт болон худалдааны журмыг дагаж мөрдөх ёстой.

MNT 346347

Яг одоо захиалаад ойрын хугацаанд хүлээн аваарай Пүрэв гараг, 8 дугаар сар 06

QTY:

Secured transactionsecured transaction

PCI DSS compliant and ISO 27001:2022 certified, with encrypted payments and full buyer protection on every order.

Our Top Logistics Partners
  • fedex
  • dhl
Fastest cross-border delivery

Онцлог & Давуу талууд

  • Introduction to deterministic algorithms for pricing derivative contracts
  • Unified, non-Monte-Carlo computational pricing methodology
  • Capable of handling general classes of stochastic market models with jumps
  • Quantifies model risk in computed prices on plain vanilla and exotic contracts
  • Developed in classical Black-Scholes markets and extended to various market models
  • Intended for graduate students, researchers, and practitioners in quantitative finance and applied mathematics

Ubuy Assurance

Experience worry-free shopping with 100% original products, PCI DSS-compliant payment security, ISO 27001-certified data protection, the fastest cross-border delivery, free returns *, and secure packaging on every order.