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Numerical Partial Differential Equations in Finance Explained
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Numerical Partial Differential Equations in Finance Explained

This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs).

The book provides a wealth of examples, and ample numerical experiments are givento illustrate the theory.

Undertittel
An Introduction to Computational Finance
Opplag
Softcover Reprint of the Original 1st 2017 ed.
ISBN
9781349953813
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
11.8.2018
Antall sider
128