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Wiley Pricing Financial Instruments: The Finite Difference Method

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Description

Numerical methods for solving financial instrument pricing equations are becoming essential for modern quantitative finance practitioners. This resource provides a comprehensive overview of the finite difference method, a revolutionary quantitative approach to risk management. Written by Domingo Tavella and Curt Randall, two leading proponents of this method, the book presents a logical framework for applying these computational finance techniques to real-world scenarios. Part of the Wiley Series in Financial Engineering, this text serves as a vital guide for those seeking to master the mathematical tools required for advanced financial modeling and pricing.

Key Features

This book is part of the Wiley Series in Financial Engineering, providing a specialized focus on quantitative finance.

Authors Domingo Tavella and Curt Randall offer a logical framework for applying the finite difference method to financial equations.

The text provides a comprehensive overview of the finite difference method for use in modern risk management.

It serves as a dedicated resource for practitioners of quantitative finance looking to master numerical methods for instrument pricing.

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
07 April 2000
Listed Since
19 February 2007

Barcode

No barcode data available

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