Nonlinear Option Pricing

Author	: Julien Guyon
Publisher	: CRC Press
Total Pages	: 480
Release	: 2013-12-19
ISBN-13	: 9781466570344
ISBN-10	: 1466570342
Rating	: 4/5 (42 Downloads)

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Book Synopsis Nonlinear Option Pricing by : Julien Guyon

Download or read book Nonlinear Option Pricing written by Julien Guyon and published by CRC Press. This book was released on 2013-12-19 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: New Tools to Solve Your Option Pricing ProblemsFor nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research-including Risk magazine's 2013 Quant of the Year-Nonlinear Option Pricing compares various numerical methods for solving hi

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