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Knjiga Numerical Partial Differential Equations in Finance Explained Karel in 't Hout

Numerical Partial Differential Equations in Finance Explained

An Introduction to Computational Finance

Karel in 't Hout

Jezik

Engleski

Knjiga Meki uvez

Knjiga Numerical Partial Differential Equations in Finance Explained Karel in 't Hout

Libristo kod: 21373267

Nakladnici Palgrave Macmillan, kolovoz 2018

This book provides a first, basic introduction into the valuation of financial options via the numer... Cijeli opis

Libristo kod: 21373267

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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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Puni naziv Numerical Partial Differential Equations in Finance Explained

Autor Karel in 't Hout

Jezik

Engleski

Uvez Knjiga - Meki uvez

Datum izdanja 2018

Broj stranica 128

EAN 9781349953813

Libristo kod 21373267

Nakladnici Palgrave Macmillan

Težina 232

Dimenzije 155 x 235 x 235

Kategorija

Economics, Finance, Business & Management > Finance & accounting > Finance

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