Computational Methods for Option Pricing

Author	: Yves Achdou
Publisher	: SIAM
Total Pages	: 308
Release	: 2005-07-18
ISBN-10	: 9780898715736
ISBN-13	: 0898715733
Rating	: 4/5 (733 Downloads)

DOWNLOAD EBOOK

Book Synopsis Computational Methods for Option Pricing by : Yves Achdou

Download or read book Computational Methods for Option Pricing written by Yves Achdou and published by SIAM. This book was released on 2005-07-18 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book allows you to understand fully the modern tools of numerical analysis in finance.

Computational Methods for Option Pricing Related Books

Language: en
Pages: 308

Computational Methods for Option Pricing

Authors: Yves Achdou

Categories: Technology & Engineering

Type: BOOK - Published: 2005-07-18 - Publisher: SIAM

DOWNLOAD EBOOK

This book allows you to understand fully the modern tools of numerical analysis in finance.

Language: en
Pages: 301

Computational Methods for Quantitative Finance

Authors: Norbert Hilber

Categories: Mathematics

Type: BOOK - Published: 2013-02-15 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an int

Language: en
Pages: 315

Computational Methods for Option Pricing

Authors: Yves Achdou

Categories: Technology & Engineering

Type: BOOK - Published: 2005-01-01 - Publisher: SIAM

DOWNLOAD EBOOK

The authors review some important aspects of finance modeling involving partial differential equations and focus on numerical algorithms for the fast and accura

Language: en
Pages: 440

Computational Methods in Finance

Authors: Ali Hirsa

Categories: Business & Economics

Type: BOOK - Published: 2016-04-19 - Publisher: CRC Press

DOWNLOAD EBOOK

Helping readers accurately price a vast array of derivatives, this self-contained text explains how to solve complex functional equations through numerical meth

Language: en
Pages: 480

Nonlinear Option Pricing

Authors: Julien Guyon

Categories: Business & Economics

Type: BOOK - Published: 2013-12-19 - Publisher: CRC Press

DOWNLOAD EBOOK

New Tools to Solve Your Option Pricing ProblemsFor nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dime