Titlebook: Computational Methods for Quantitative Finance; Finite Element Metho Norbert Hilber,Oleg Reichmann,Christoph Winter Book 2013 Springer-Verl

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1616-0533 This book is intended for graduate students and researchers, as well as for practitioners in the fields of quantitative finance and applied and computational mathematics with a solid background in mathematics, statistics or economics.​.978-3-642-43532-4978-3-642-35401-4Series ISSN 1616-0533 Series E-ISSN 2195-0687

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Multi-asset Optionsng on the type of the option. We distinguish between different types of European multi-asset options. We distinguish between different types of multi-asset options like basket, rainbow or quanto options.

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Anton E. Becker M.D.,Robert H. Andersonegro-differential equations must be solved. We consider a class of price processes which can be purely discontinuous and which contains the Wiener process as special case, the class of Lévy processes. Lévy processes contain most processes proposed as realistic models for log-returns.

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Notions of Mathematical Financewith jumps. Even though emphasis will be placed on the (partial integro)differential equation approach, some background information on the market models and on the derivation of these models will be useful particularly for readers with a background in numerical analysis.

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