The :Numerical Solution Of The American Option Pricing Problem, Finite Difference And Transform Approaches - Image 1

£57.00

World Scientific Publishing Company The :Numerical Solution Of The American Option Pricing Problem, Finite Difference And Transform Approaches

Name: The :Numerical Solution Of The American Option Pricing Problem, Finite Difference And Transform Approaches
Brand: World Scientific Publishing Company
Price: 57.0 GBP
Availability: InStock

Options

Price data last checked 115 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

Same price for 7 weeks. Today is much like next week.

£57 for 47 days straight · last change was Dec 2025

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 616 days • 616 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 616 days • 6 price levels

Days at Price

Current Price

Price Analysis

Most common price: £64 (266 days, 43.2%)

Price range: £35 - £64

Price levels: 6 different prices over 616 days

Description

The early exercise opportunity of an American option makes it challenging to price and an array of approaches have been proposed in the vast literature on this topic. In The Numerical Solution of the American Option Pricing Problem, Carl Chiarella, Boda Kang and Gunter Meyer focus on two numerical approaches that have proved useful for finding all prices, hedge ratios and early exercise boundaries of an American option. One is a finite difference approach which is based on the numerical solution of the partial differential equations with the free boundary problem arising in American option pricing, including the method of lines, the component wise splitting and the finite difference with Psor. The other approach is the integral transform approach which includes Fourier or Fourier Cosine transforms. Written in a concise and systematic manner, Chiarella, Kang and Meyer explain and demonstrate the advantages and limitations of each of them based on their and their co-workers' experiences with these approaches over the years.

Product Specifications

Brand: World Scientific Publishing Company
Format: hardcover
ASIN: 9814452610
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Investments & Securities > Options
Domain: Amazon UK
Release Date: 10 October 2014
Listed Since: 02 February 2013

Barcode

No barcode data available

World Scientific Publishing Company The :Numerical Solution Of The American Option Pricing Problem, Finite Difference And Transform Approaches

Same price for 7 weeks. Today is much like next week.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Computational Methods for Option Pricing: Series Number 30 (Frontiers in Applied Mathematics, Series Number 30)

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

Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach

Financial Derivative and Energy Market Valuation: Theory and Implementation in MATLAB

Generalized Integral Transforms In Mathematical Finance

Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

Intermediate Futures and Options: An Active Learning Approach

Pricing Financial Instruments: The Finite Difference Method: 13 (Wiley Series in Financial Engineering)

Numerical Methods in Finance with C++ (Mastering Mathematical Finance)

Mathematical Modeling And Methods Of Option Pricing

Financial Engineering: Derivatives and Risk Management

Quantitative Methods in Derivative Pricing: An Introduction to Computational Finance

Financial Instrument Pricing Using C++ (Wiley Finance)

Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

Numerical Methods for Finance (Chapman & Hall/CRC Financial Mathematics)

Financial Calculus: An Introduction to Derivative Pricing

Implementing Derivative Models

Numerical Methods in Finance: 13 (Publications of the Newton Institute, Series Number 13)

Derivatives: Models on Models (The Wiley Finance Series)

A First Course in Options Pricing Theory (Other Titles in Applied Mathematics)

Computation and Simulation for Finance: An Introduction with Python (Springer Undergraduate Texts in Mathematics and Technology)

Derivative Securities and Difference Methods (Springer Finance)

Options and Derivatives Programming in C++23: Algorithms and Programming Techniques for the Financial Industry