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Chapman and Hall/CRC Computing Financial Derivatives: A Finite-Difference Approach (Chapman & Hall/CRC Numerical Analysis and Scientific Computing Series)

Name: Computing Financial Derivatives: A Finite-Difference Approach (Chapman & Hall/CRC Numerical Analysis and Scientific Computing Series)
Brand: Chapman and Hall/CRC

Econometrics

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Out of stock 100 days · last price £66 · longest previous gap was 1 days

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Description

From basic to exotic options, this volume describes accurate and efficient numerical solutions to the options pricing problem. It presents state-of-the-art developments in option pricing along with discretization techniques, numerical algorithms, distributed algorithms, and practical applications of these methods to real-world examples. The book offers a detailed description of mathematical modeling as well as a focus on implementation and results. Additional topics covered include Cartesian meshes, non-uniform time-stepping routines, and semi-Lagrangian time integration schemes.

Product Specifications

Brand: Chapman and Hall/CRC
Format: Hardcover
ASIN: 1420082647
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 30 June 2022
Listed Since: 28 January 2008

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Chapman and Hall/CRC Computing Financial Derivatives: A Finite-Difference Approach (Chapman & Hall/CRC Numerical Analysis and Scientific Computing Series)

Gone for 100 days. Could come back at any time — we're watching for you.

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