{ "item_title" : "Topics in Numerical Methods for Finance", "item_author" : [" Mark Cummins", "Finbarr Murphy", "John J. H. Miller "], "item_description" : "On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance.- Moving Least Squares for Arbitrage-Free Price and Volatility Surfaces.- Solving Impulse Control Problems with Control Delays.- FIX: The Fear Index ? Measuring Market Fear.- American Option Pricing using Simulation and Regression: Numerical Convergence Results.- The COS Method for Pricing Options under Uncertain Volatility.- Fast Fourier Transform Option Pricing: Efficient Approximation Methods under Multi-Factor Stochastic Volatility and Jumps.- Pricing Credit Derivatives in a Wiener-Hopf Framework.- The Evaluation of Gas Swing Contracts with Regime Switching.- A Linear and Nonlinear Review of the Arbitrage-Free Parity Theory for the CDS and Bond Markets.", "item_img_path" : "https://covers1.booksamillion.com/covers/bam/1/46/143/432/1461434327_b.jpg", "price_data" : { "retail_price" : "109.99", "online_price" : "109.99", "our_price" : "109.99", "club_price" : "109.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }

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