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Nonlinear Option Pricing
Language: en
Pages: 480
Authors: Julien Guyon
Categories: Business & Economics
Type: BOOK - Published: 2013-12-19 - Publisher: CRC Press

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New Tools to Solve Your Option Pricing ProblemsFor nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dime
Nonlinear Option Pricing
Language: en
Pages: 486
Authors: Julien Guyon
Categories: Business & Economics
Type: BOOK - Published: 2013-12-19 - Publisher: CRC Press

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New Tools to Solve Your Option Pricing Problems For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dim
Nonlinear Pricing
Language: en
Pages: 446
Authors: Robert B. Wilson
Categories: Business & Economics
Type: BOOK - Published: 1993 - Publisher: Oxford University Press, USA

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What do phone rates, frequent flyer programs, and railroad tariffs all have in common? They are all examples of nonlinear pricing. Pricing is nonlinear when it
Nonlinear Valuation and Non-Gaussian Risks in Finance
Language: en
Pages: 283
Authors: Dilip B. Madan
Categories: Mathematics
Type: BOOK - Published: 2022-02-03 - Publisher: Cambridge University Press

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Explore how market valuation must abandon linearity to deliver efficient resource allocation.
An Introduction to Nonlinear Partial Differential Equations
Language: en
Pages: 416
Authors: J. David Logan
Categories: Mathematics
Type: BOOK - Published: 2008-04-11 - Publisher: John Wiley & Sons

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Praise for the First Edition: "This book is well conceived and well written. The author has succeeded in producing a text on nonlinear PDEs that is not only qui