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文档介绍

文档介绍:Springer Finance
Editorial Board
Marco Avellaneda
Giovanni Barone-Adesi
Mark Broadie
Mark . Davis
Claudia Klüppelberg
Walter Schachermayer
Emanuel Derman
Springer Finance
Springer Finance is a programme of books addressing students, academics and prac-
titioners working on increasingly technical approaches to the analysis of financial
markets. It aims to cover a variety of topics, not only mathematical finance but
foreign exchanges, term structure, risk management, portfolio theory, equity deriva-
tives, and financial economics.
For further volumes:
ies/3674
Norbert Hilber r Oleg Reichmann r
Christoph Schwab r Christoph Winter
Computational
Methods for
Quantitative
Finance
Finite Element Methods for
Derivative Pricing
Norbert Hilber Christoph Schwab
Dept. for Banking, Finance, Insurance Seminar for Applied Mathematics
School of Management and Law Swiss Federal Institute of Technology
Zurich University of Applied Sciences (ETH)
Winterthur, Switzerland Zurich, Switzerland
Oleg Reichmann
Seminar for Applied Mathematics
Swiss Federal Institute of Technology Christoph Winter
(ETH) Allianz Deutschland AG
Zurich, Switzerland Munich, Germany
ISSN 1616-0533 ISSN 2195-0687 (electronic)
Springer Finance
ISBN 978-3-642-35400-7 ISBN 978-3-642-35401-4 (eBook)
DOI -3-642-35401-4
Springer Heidelberg New York Dordrecht London
Library of Congress Control Number: 2013932229
Mathematics Subject Classification: 60J75, 60J25, 60J35, 60J60, 65N06, 65K15, 65N12, 65N30
JEL Classification: C63, C16, G12, G13
© Springer-Verlag Berlin Heidelberg 2013
This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of
the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation,
broadcasting, reproduction on microfilms or in any other physical way, and transmission or information
storage and retrieval, electronic adaptation, computer software, or by s