Sinossi
This book allows you to understand fully the modern tools of numerical analysis in finance.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Informazioni sull?autore
Yves Achdou is a Professor at the Université Denis Diderot, Paris. He was awarded the Prix Blaise Pascal de l'Académie des Sciences in 1998.Olivier Pironneau is a Professor at the Université Pierre et Marie Curie, Paris. He has been a member of the Académie des Sciences since 2002 and is the author of more than 300 articles and eight books.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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Computational Methods for Option Pricing (Frontiers in Applied Mathematics, Series Number 30)
Editore:
Society for Industrial and Applied Mathematics, 2005
ISBN 10: 0898715733
ISBN 13: 9780898715736
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Condizione: 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. Codice articolo Z1-U-011-01959
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Computational Methods for Option Pricing
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Society For Industrial And Applied Mathematics, 2005
ISBN 10: 0898715733
ISBN 13: 9780898715736
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Computational Methods for Option Pricing: Series Number 30 (Frontiers in Applied Mathematics, Series Number 30)
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Society for Industrial and Applied Mathematics, 2005
ISBN 10: 0898715733
ISBN 13: 9780898715736
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Paperback. Condizione: 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. Codice articolo 4114697
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Computational Methods for Option Pricing: Series Number 30 (Frontiers in Applied Mathematics, Series Number 30)
Editore:
Society for Industrial and Applied Mathematics, 2005
ISBN 10: 0898715733
ISBN 13: 9780898715736
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Computational Methods for Option Pricing
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Paperback. Condizione: New. Here is a book for anyone who would like to become better acquainted with the modern tools of numerical analysis for several significant computational problems arising in finance. The authors review some important aspects of finance modeling involving partial differential equations and focus on numerical algorithms for the fast and accurate pricing of financial derivatives and for the calibration of parameters.Option pricing has become a technical topic that requires sophisticated numerical methods for robust and fast numerical solutions. This book explores the best numerical algorithms and discusses them in depth, from their mathematical analysis up to their implementation in C with efficient numerical libraries. Much of this information is not available elsewhere. In particular, this is one of the few books that gives detailed coverage of 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 gree. Codice articolo LU-9780898715736
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Computational Methods for Option Pricing
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Computational Methods for Option Pricing: Series Number 30 (Frontiers in Applied Mathematics, Series Number 30)
Editore:
Society for Industrial and Applied Mathematics, 2005
ISBN 10: 0898715733
ISBN 13: 9780898715736
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Computational Methods for Option Pricing
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ISBN 13: 9780898715736
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Computational Methods for Option Pricing
Editore:
Society for Industrial and Applied Mathematics,U.S., US, 2005
ISBN 10: 0898715733
ISBN 13: 9780898715736
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Da: Rarewaves.com UK, London, Regno Unito
Valutazione del venditore 5 su 5 stelle
Paperback. Condizione: New. Here is a book for anyone who would like to become better acquainted with the modern tools of numerical analysis for several significant computational problems arising in finance. The authors review some important aspects of finance modeling involving partial differential equations and focus on numerical algorithms for the fast and accurate pricing of financial derivatives and for the calibration of parameters.Option pricing has become a technical topic that requires sophisticated numerical methods for robust and fast numerical solutions. This book explores the best numerical algorithms and discusses them in depth, from their mathematical analysis up to their implementation in C with efficient numerical libraries. Much of this information is not available elsewhere. In particular, this is one of the few books that gives detailed coverage of 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 gree. Codice articolo LU-9780898715736
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