evaluation numerical methods option de xiong peihan (5 résultats)

Taschenbuch. Etat : Neu. Neuware -Derivatives in financial market play an important and useful role in hedging and managing risk. Derivative securities, when used correctly, can help investors increase their expected returns and minimize their exposure to risk. Options offer leverage and insurance for risk-averse investors. For the risk-alike investors, they can be ways of speculation. However, the values of option depend on a number of different variables in addition to the underlying asset, which makes them hard to value. This book explored some commonly used pricing models and compared their accuracy for the valuation. In the last section, it introduced a new numerical scheme --- the Radial Basis Function Method (RBF), particularly Hardy¿s multiquadric (MQ) as a spatial approximation for the numerical solution of the option value and its derivatives.Books on Demand GmbH, Überseering 33, 22297 Hamburg 68 pp. Englisch.

Taschenbuch. Etat : Neu. Evaluation of Various Numerical Methods of Option Pricing | Peihan Xiong | Taschenbuch | 68 S. | Englisch | 2014 | LAP LAMBERT Academic Publishing | EAN 9783659512445 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu.

Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Derivatives in financial market play an important and useful role in hedging and managing risk. Derivative securities, when used correctly, can help investors increase their expected returns and minimize their exposure to risk. Options offer leverage and insurance for risk-averse investors. For the risk-alike investors, they can be ways of speculation. However, the values of option depend on a number of different variables in addition to the underlying asset, which makes them hard to value. This book explored some commonly used pricing models and compared their accuracy for the valuation. In the last section, it introduced a new numerical scheme --- the Radial Basis Function Method (RBF), particularly Hardy s multiquadric (MQ) as a spatial approximation for the numerical solution of the option value and its derivatives. 68 pp. Englisch.

Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Xiong PeihanMaster in Arts in Mathematical Finance in Columbia University in the city of New YorkDerivatives in financial market play an important and useful role in hedging and managing risk. Derivative securities, when used cor.

Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Derivatives in financial market play an important and useful role in hedging and managing risk. Derivative securities, when used correctly, can help investors increase their expected returns and minimize their exposure to risk. Options offer leverage and insurance for risk-averse investors. For the risk-alike investors, they can be ways of speculation. However, the values of option depend on a number of different variables in addition to the underlying asset, which makes them hard to value. This book explored some commonly used pricing models and compared their accuracy for the valuation. In the last section, it introduced a new numerical scheme --- the Radial Basis Function Method (RBF), particularly Hardy s multiquadric (MQ) as a spatial approximation for the numerical solution of the option value and its derivatives.