Option Pricing Model with SV for Asian Puts by ADI Method - Couverture souple

Ghosh, Anusmriti; Ali, Lasker Ershad

 
9783659884993: Option Pricing Model with SV for Asian Puts by ADI Method
Couverture souple
ISBN 10 : 3659884995 ISBN 13 : 9783659884993
Editeur : LAP LAMBERT Academic Publishing, 2016

Synopsis

The purpose of this book is to verify whether the Original Heston option pricing model fits in quantitative finance research is the valuation of option derivatives. From the book, reader will get a complete concept of how Alternating Direction Implicit Method is fast and accurate, and can be easily extended to other types of financial derivatives with an Asian-style exercise. This book is very helpful for the researcher of financial mathematics.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

The purpose of this book is to verify whether the Original Heston option pricing model fits in quantitative finance research is the valuation of option derivatives. From the book, reader will get a complete concept of how Alternating Direction Implicit Method is fast and accurate, and can be easily extended to other types of financial derivatives with an Asian-style exercise. This book is very helpful for the researcher of financial mathematics.

Biographie de l'auteur

I am Anusmriti Ghosh. I have completed Msc in Applied Mathematics with CGPA 3.94 (3rd position)out of 4.00 from Khulna University and Bsc in Mathematics from the same university with CGPA 3.67 (8th position)out of 4.00.I passed Secondaryand Higher secondary examination with excellent academic result.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2016
Langue
anglais
ISBN 10 
3659884995
ISBN 13 
9783659884993
Reliure
Broché
Nombre de pages
96
Coordonnées du fabricant
non disponible
Personne responsable
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