Articles liés à Computational Methods for Option Pricing
Synopsis
This book allows you to understand fully the modern tools of numerical analysis in finance.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Présentation de l'éditeur
This book is a must for becoming better acquainted with the modern tools of numerical analysis for several significant computational problems arising in finance. Important aspects of finance modeling are reviewed, involving partial differential equations and numerical algorithms for the fast and accurate pricing of financial derivatives and the calibration of parameters. The best numerical algorithms are fully explored and discussed, from their mathematical analysis up to their implementation in C++ with efficient numerical libraries. This is one of the few books that thoroughly covers the following topics: mathematical results and efficient algorithms for pricing American options; modern algorithms with adaptive mesh refinement for European and American options; regularity and error estimates are derived and give strong support to the mesh adaptivity, an essential tool for speeding up the numerical implementations; calibration of volatility with European and American options; the use of automatic differentiation of computer codes for computing greeks.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Computational Methods for Option Pricing (Frontiers in Applied Mathematics, Series Number 30)
Edité par
Society for Industrial and Applied Mathematics, 2005
ISBN 10 : 0898715733
ISBN 13 : 9780898715736
Ancien ou d'occasion
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Vendeur : Phatpocket Limited, Waltham Abbey, HERTS, Royaume-Uni
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Etat : Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. N° de réf. du vendeur Z1-U-011-01959
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Computational Methods for Option Pricing: Series Number 30 (Frontiers in Applied Mathematics, Series Number 30)
Edité par
Society for Industrial and Applied Mathematics, 2005
ISBN 10 : 0898715733
ISBN 13 : 9780898715736
Ancien ou d'occasion
Paperback
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Paperback. Etat : Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. N° de réf. du vendeur GOR014256519
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Computational Methods for Option Pricing: Series Number 30 (Frontiers in Applied Mathematics, Series Number 30)
Edité par
Society for Industrial and Applied Mathematics, 2005
ISBN 10 : 0898715733
ISBN 13 : 9780898715736
Ancien ou d'occasion
Paperback
Vendeur : Brit Books, Milton Keynes, Royaume-Uni
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Paperback. Etat : Used; Very Good. ***Simply Brit*** Welcome to our online used book store, where affordability meets great quality. Dive into a world of captivating reads without breaking the bank. We take pride in offering a wide selection of used books, from classics to hidden gems, ensuring there is something for every literary palate. All orders are shipped within 24 hours and our lightning fast-delivery within 48 hours coupled with our prompt customer service ensures a smooth journey from ordering to delivery. Discover the joy of reading with us, your trusted source for affordable books that do not compromise on quality. N° de réf. du vendeur 4114697
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Computational Methods for Option Pricing (Frontiers in Applied Mathematics, Series Number 30)
Edité par
Society for Industrial and Applied Mathematics (edition ), 2005
ISBN 10 : 0898715733
ISBN 13 : 9780898715736
Ancien ou d'occasion
Paperback
Vendeur : BooksRun, Philadelphia, PA, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : Good. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported. N° de réf. du vendeur 0898715733-11-1
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Computational Methods for Option Pricing
Edité par
Society For Industrial And Applied Mathematics, 2005
ISBN 10 : 0898715733
ISBN 13 : 9780898715736
Ancien ou d'occasion
Couverture souple
Vendeur : Anybook.com, Lincoln, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:9780898715736. N° de réf. du vendeur 8986235
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Computational Methods for Option Pricing
Edité par
Society for Industrial & Applied Mathematics,U.S., 2005
ISBN 10 : 0898715733
ISBN 13 : 9780898715736
Neuf
Couverture souple
Vendeur : Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlande
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Etat : New. 2005. Paperback. . . . . . N° de réf. du vendeur V9780898715736
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Computational Methods for Option Pricing
Vendeur : moluna, Greven, Allemagne
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Etat : New. This book allows you to understand fully the modern tools of numerical analysis in finance.InhaltsverzeichnisPreface 1. Option pricing 2. Black-Scholes equation mathematical analysis 3. Finite differences 4. The finite element m. N° de réf. du vendeur 595134973
Quantité disponible : 1 disponible(s)
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Computational Methods for Option Pricing
Edité par
Society For Industrial And Applied Mathematics (SIAM) Jul 2005, 2005
ISBN 10 : 0898715733
ISBN 13 : 9780898715736
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Neuware - This book is a must for becoming better acquainted with the modern tools of numerical analysis for several significant computational problems arising in finance. Important aspects of finance modeling are reviewed, involving partial differential equations and numerical algorithms for the fast and accurate pricing of financial derivatives and the calibration of parameters. The best numerical algorithms are fully explored and discussed, from their mathematical analysis up to their implementation in C++ with efficient numerical libraries. This is one of the few books that thoroughly covers the following topics: mathematical results and efficient algorithms for pricing American options; modern algorithms with adaptive mesh refinement for European and American options; regularity and error estimates are derived and give strong support to the mesh adaptivity, an essential tool for speeding up the numerical implementations; calibration of volatility with European and American options; the use of automatic differentiation of computer codes for computing greeks. N° de réf. du vendeur 9780898715736
Quantité disponible : 1 disponible(s)
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Computational Methods for Option Pricing
Edité par
Society for Industrial and Applied Mathematics, 2005
ISBN 10 : 0898715733
ISBN 13 : 9780898715736
Neuf
Couverture souple
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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Etat : New. N° de réf. du vendeur 5159421-n
Quantité disponible : 1 disponible(s)
Image d'archives
Computational Methods for Option Pricing
Edité par
Society for Industrial & Applied Mathematics,U.S., 2005
ISBN 10 : 0898715733
ISBN 13 : 9780898715736
Neuf
Couverture souple
Vendeur : Kennys Bookstore, Olney, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. 2005. Paperback. . . . . . Books ship from the US and Ireland. N° de réf. du vendeur V9780898715736
Quantité disponible : 1 disponible(s)