Quantitative Finance
Latest Publications

TOTAL DOCUMENTS

8

(FIVE YEARS 0)

H-INDEX

0

(FIVE YEARS 0)

Published By Chapman And Hall/CRC

9781315365435

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Implied volatility and volatility smiles

Quantitative Finance ◽

10.1201/9781315365435-6 ◽

2018 ◽

pp. 185-202

Author(s):

Erik Schlögl

Keyword(s):

Implied Volatility

Download Full-text

The Black/Scholes world

Quantitative Finance ◽

10.1201/9781315365435-4 ◽

2018 ◽

pp. 115-172

Author(s):

Erik Schlögl

Keyword(s):

Download Full-text

Lattice models for option pricing

Quantitative Finance ◽

10.1201/9781315365435-3 ◽

2018 ◽

pp. 81-114

Author(s):

Erik Schlögl

Keyword(s):

Option Pricing ◽

Download Full-text

Basic building blocks

Quantitative Finance ◽

10.1201/9781315365435-2 ◽

2018 ◽

pp. 1-80

Author(s):

Erik Schlögl

Keyword(s):

Building Blocks

Download Full-text

A brief review of the C++ programming language

Quantitative Finance ◽

10.1201/9781315365435-1 ◽

2018 ◽

pp. 1-32

Author(s):

Erik Schlögl

Keyword(s):

Programming Language ◽

C Programming Language ◽

Download Full-text

The Heath/Jarrow/Morton model

Quantitative Finance ◽

10.1201/9781315365435-8 ◽

2018 ◽

pp. 265-310

Author(s):

Erik Schlögl

Download Full-text

Finite difference methods for partial differential equations

Quantitative Finance ◽

10.1201/9781315365435-5 ◽

2018 ◽

pp. 173-184

Author(s):

Erik Schlögl

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Finite Difference Methods ◽

Partial Differential ◽

Difference Methods

Download Full-text

Monte Carlo simulation

Quantitative Finance ◽

10.1201/9781315365435-7 ◽

2018 ◽

pp. 203-264

Author(s):

Erik Schlögl

Keyword(s):

Monte Carlo Simulation ◽

Download Full-text