Computational Methods for Option Pricing

Computational Methods for Option Pricing
Author :
Publisher : SIAM
Total Pages : 308
Release :
ISBN-13 : 9780898715736
ISBN-10 : 0898715733
Rating : 4/5 (33 Downloads)

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

Computational Methods for Option Pricing
Language: en
Pages: 308
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.
Computational Methods for Quantitative Finance
Language: en
Pages: 301
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
Computational Methods for Option Pricing
Language: en
Pages: 315
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
Computational Methods in Finance
Language: en
Pages: 440
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
Nonlinear Option Pricing
Language: en
Pages: 480
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