Kontakt
Kako kupovati
Dostava
Savjetnik za kupnju
Derivative Securities and Difference Methods
Engleski
274 b
30 dana za povrat kupljenih proizvoda
Kupci su kupili i
/
Meki uvez
38.24
€
This book is devoted to determining the prices of financial derivatives using a partial differential equation approach. In the first part the authors describe the formulation of the problems (including related free-boundary problems) and derive the closed form solutions if they have been found. The second part discusses how to obtain their numerical solutions efficiently for both European-style and American-style derivatives and for both stock options and interest rate derivatives. The numerical methods discussed are finite-difference methods. The book also discusses how to determine the coefficients in the partial differential equations.§The aim of the book is to provide readers who have some code writing experience for engineering computations with the skills to develop efficient derivative-pricing codes. The book includes exercises throughout and will appeal to students and researchers in quantitative finance as well as practitioners in the financial industry and code developers.
Informacije o knjizi
Engleski
Poklonite ovu knjigu još danas
To je jednostavno
1 Dodajte knjigu u košaricu i odaberite isporuku kao poklon 2 Zauzvrat ćemo vam poslati kupon 3 Knjiga dolazi na adresu poklonoprimcaMoglo bi vas zanimati i
/
Tvrdi uvez
144.27
€
/
Meki uvez
8.49
€
/
Meki uvez
11.22
€
/
Tvrdi uvez
147.10
€