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Carte Numerical Partial Differential Equations in Finance Explained Karel in 'T Hout

Numerical Partial Differential Equations in Finance Explained

Autor: Karel in 'T Hout
Limbă: engleză
Legare: Copertă tare
Editura: Palgrave Macmillan
Disponibilitate: șansă 50%
Şanse de a obține acest titlu
233.34 lei
This book provides a first, basic introduction into the valuation of financial options via the numer...

Informații despre carte

Autor
Karel in 'T Hout
Limbă
engleză
Legare
Carte - Copertă tare
Publicat
2017
Pagini
128
EAN
9781137435682
ISBN
1137435682
Enbook ID
15490991
Editura
Palgrave Macmillan
Greutate
398
Dimensiuni
164 x 242 x 15

Descriere completă

This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). It provides readers with an easily accessible text explaining main concepts, models, methods and results that arise in this approach. In keeping with the series style, emphasis is placed on intuition as opposed to full rigor, and a relatively basic understanding of mathematics is sufficient. The book provides a wealth of examples, and ample numerical experiments are givento illustrate the theory. The main focus is on one-dimensional financial PDEs, notably the Black-Scholes equation. The book concludes with a detailed discussion of the important step towards two-dimensional PDEs in finance.

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