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

Numerical Partial Differential Equations in Finance Explained

Autor: Karel in 'T Hout
Jazyk: Angličtina
Väzba: Pevná
Vydavateľ: Palgrave Macmillan
Dostupnosť: 50 % šanca
Prehľadáme celý svet
44.64 €
This book provides a first, basic introduction into the valuation of financial options via the numer...

Informácie o knihe

Autor
Karel in 'T Hout
Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
2017
Stránok
128
EAN
9781137435682
ISBN
1137435682
Enbook ID
15490991
Vydavateľ
Palgrave Macmillan
Hmotnosť
398
Rozmery
164 x 242 x 15

Kompletný popis

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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