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Numerical Partial Differential Equations in Finance Explained
- An Introduction to Computational Finance
Engelsk
Bogcover for Numerical Partial Differential Equations in Finance Explained af Karel in 't Hout, 9781137435682
Specifikationer
Sprog:
Engelsk
Sider:
128
ISBN-13:
9781137435682
Indbinding:
Hardback
ISBN-10:
1137435682
Udg. Dato:
15 sep 2017
Størrelse i cm:
24,2 x 16,4 x 1,5
Oplagsdato:
15 sep 2017
Forfatter(e):

Numerical Partial Differential Equations in Finance Explained

- An Introduction to Computational Finance
Engelsk
Hardback 2017
Format:

Bog beskrivelse

This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). It provides readers with an easily accessible text explaining main concepts, models, methods and results that arise in this approach.  In keeping with the series style, emphasis is placed on intuition as opposed to full rigor, and a relatively basic understanding of mathematics is sufficient.

The book provides a wealth of examples, and ample numerical experiments are givento illustrate the theory. The main focus is on one-dimensional financial PDEs, notably the Black-Scholes equation. The book concludes with a detailed discussion of the important step towards two-dimensional PDEs in finance.

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Specifikationer
Sprog:
Engelsk
Sider:
128
ISBN-13:
9781137435682
Indbinding:
Hardback
ISBN-10:
1137435682
Udg. Dato:
15 sep 2017
Størrelse i cm:
24,2 x 16,4 x 1,5
Oplagsdato:
15 sep 2017
Forfatter(e):
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