Home > Search Results: Oosterlee, C W.
  Search Tips
Advanced Search
Search collections:
Sort by: Display results: Output format:
Results overview: Found 1 records in 0.02 seconds.
Research literature, 1 records found
Research literature 1 records found  
1.
155 p, 1.4 MB Wavelet approach in computational finance / Colldeforns Papiol, Gemma ; Ortiz Gracia, Luis, dir. ; Oosterlee, C. W., (Cornelis W.) dir. ; Corral, Álvaro, dir. ; Universitat Autònoma de Barcelona. Departament de Matemàtiques ; Centre de Recerca Matemàtica
En el món de les finances computacionals, tant els preus de derivats com la gestió de riscos han atret molt d'interès entre els professionals i l'acadèmia. Aquesta tesi pretén proporcionar tècniques basades en ondetes a fi de millorar algunes de les metodologies utilitzades en aquestes àrees. [...]
In the computational finance world both derivatives pricing and risk management have attracted lots of interest amongst practitioners and academia. This thesis aims to provide wavelets based techniques to enhance some of the methodologies used in the mentioned areas. [...]
[Barcelona] : Universitat Autònoma de Barcelona, 2018.  
Detailed record - Creative Commons

See also: similar author names
1 Oosterlee, C. W.,
Interested in being notified about new results for this query?
Set up a personal email alert or subscribe to the RSS feed.
UAB Digital Repository of Documents :: Search :: Submit :: Personalize :: Help
Powered by Invenio v1.1.6
Maintained by ddd.bib@uab.cat  :: Metadata license:
Working with