Pricing Bermudan Options by Forward Improvement Iteration [German]

By Julian Peter Lemburg

The object of this book is the presentation, analysis and extension of the Forward Improvement Iteration Algorithm (FII) published 1980 by Albrecht Irle and similar algorithms published 2006 and 2008... This description may be from another edition of this product.

• Format: Paperback
• Language: German
• ISBN: 3838126300
• ISBN13: 9783838126302
• Release Date: July 2011
• Publisher: Sudwestdeutscher Verlag Fur Hochschulschrifte
• Length: 128 Pages
• Weight: 0.44 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"