Computational methods for option pricing
Yves Achdou, Olivier Pironneau (Society for Industrial and Applied Mathematics, 2005)
|
| Here is a book for anyone who would like to become better acquainted with the modern tools of numerical analysis for several significant computational problems arising in finance. The authors review some important aspects of finance modeling involving partial differential equations and focus on numerical algorithms for the fast and accurate pricing of financial derivatives and for the calibration of parameters. |
 Computational methods for option pricing.pdf :: Unduh
|
| No. Panggil : | e20443026 |
| Entri utama-Nama orang : | |
| Entri tambahan-Nama orang : | |
| Subjek : | |
| Penerbitan : | Philadelphia : Society for Industrial and Applied Mathematics, 2005 |
| Sumber Pengatalogan: | LibUI eng rda |
| Tipe Konten: | text |
| Tipe Media: | computer |
| Tipe Pembawa: | online resource |
| Deskripsi Fisik: | xviii, 297 pages : illustration |
| Tautan: | http://portal.igpublish.com/iglibrary/search/SIAMB0000030.main.html?3 |
| Lembaga Pemilik: | |
| Lokasi: |
| No. Panggil | No. Barkod | Ketersediaan |
|---|---|---|
| e20443026 | 02-17-820574299 | TERSEDIA |
| Ulasan: |
| Tidak ada ulasan pada koleksi ini: 20443026 |
