Del i serien Financial Engineering Explained
Numerical Partial Differential Equations in Finance Explained
An Introduction to Computational Finance
Inbunden, Engelska, 2017
589 kr
Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.
Finns i fler format (1)
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.
Produktinformation
- Utgivningsdatum2017-09-15
- Mått155 x 235 x 15 mm
- Vikt398 g
- FormatInbunden
- SpråkEngelska
- SerieFinancial Engineering Explained
- Antal sidor128
- FörlagPalgrave Macmillan
- ISBN9781137435682