WorldCat Identities

Reichmann, Oleg

Overview
Works: 11 works in 20 publications in 1 language and 110 library holdings
Roles: Creator
Classifications: QA3, 519.2
Publication Timeline
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Most widely held works by Oleg Reichmann
Computational methods for quantitative finance : finite element methods for derivative pricing by Norbert Hilber( Book )

5 editions published in 2013 in English and held by 32 WorldCat member libraries worldwide

This book offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. It presents methods for all standard European plain vanilla option as well as for widely used exotic derivative contracts, such as Barrier, American and multiperiod contracts, and includes coverage of methods for pricing derivatives on baskets, such as Levy Copula models
Recent progress in theory and applications : foundations, trees, and numerical issues in finance( Book )

1 edition published in 2010 in English and held by 19 WorldCat member libraries worldwide

Lévy Matters I Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance by Thomas Duquesne( )

2 editions published in 2010 in English and held by 12 WorldCat member libraries worldwide

Levy matters I : recent progress in theory and applications: foundations, trees and numerical issues in finance by Thomas Duquesne( Book )

4 editions published in 2010 in English and held by 11 WorldCat member libraries worldwide

Annotation
Lévy matters by Thomas Duquesne( Book )

in Undetermined and English and held by 3 WorldCat member libraries worldwide

Numerical option pricing beyond Lévy( )

1 edition published in 2012 in English and held by 3 WorldCat member libraries worldwide

Numerical option pricing beyond Lévy( Book )

1 edition published in 2012 in English and held by 2 WorldCat member libraries worldwide

hp-DG-QTT solution of high-dimensional degenerate diffusion equations( )

1 edition published in 2012 in English and held by 0 WorldCat member libraries worldwide

Low-rank tensor structure of linear diffusion operators in the TT and QTT formats( )

1 edition published in 2012 in English and held by 0 WorldCat member libraries worldwide

hp-DGFEM for Kolmogorov-Fokker-Planck equations of multivariate Lévy processes( )

1 edition published in 2011 in English and held by 0 WorldCat member libraries worldwide

Numerical analysis of additive, Lévy and Feller processes with applications to option pricing( )

1 edition published in 2010 in English and held by 0 WorldCat member libraries worldwide

 
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Audience Level
0
Audience Level
1
  Kids General Special  
Audience level: 0.62 (from 0.48 for Computatio ... to 0.97 for Numerical ...)

Recent progress in theory and applications : foundations, trees, and numerical issues in financeLévy Matters I Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in FinanceLevy matters I : recent progress in theory and applications: foundations, trees and numerical issues in financeLévy matters
Alternative Names
Reichmann, O. (Oleg)

Languages
English (19)

Covers
Lévy Matters I Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in FinanceLevy matters I : recent progress in theory and applications: foundations, trees and numerical issues in financeLévy matters