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dc.contributor.editor
Hilber, Norbert
dc.contributor.editor
Reichmann, Oleg
dc.contributor.editor
Schwab, Christoph
dc.contributor.editor
Winter, Christoph
dc.date.accessioned
2017-11-02T13:11:57Z
dc.date.available
2017-06-11T01:03:03Z
dc.date.available
2017-11-02T13:11:57Z
dc.date.issued
2013
dc.identifier.isbn
978-3-642-35400-7
en_US
dc.identifier.isbn
978-3-642-35401-4
en_US
dc.identifier.other
10.1007/978-3-642-35401-4
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/75785
dc.language.iso
en
en_US
dc.publisher
Springer
en_US
dc.title
Computational Methods for Quantitative Finance
en_US
dc.type
Edited Volume
ethz.title.subtitle
Finite Element Methods for Derivative Pricing
en_US
ethz.journal.title
Springer finance
ethz.size
299 p.
en_US
ethz.identifier.nebis
009764155
ethz.publication.place
Berlin
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich, direkt::00012 - Lehre und Forschung, direkt::00007 - Departemente, direkt::02000 - Departement Mathematik / Department of Mathematics::02003 - Professuren Reine Mathematik::03845 - Teichmann, Josef
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich, direkt::00012 - Lehre und Forschung, direkt::00007 - Departemente, direkt::02000 - Departement Mathematik / Department of Mathematics::02003 - Professuren Reine Mathematik::03845 - Teichmann, Josef
ethz.date.deposited
2017-06-11T01:04:03Z
ethz.source
ECIT
ethz.identifier.importid
imp593651494a6ae10666
ethz.ecitpid
pub:119592
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2017-07-14T18:48:12Z
ethz.rosetta.lastUpdated
2017-07-14T18:48:12Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
ethz.COinS
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