Articoli correlati a Numerical Methods in Computational Finance: A Partial...
Numerical Methods in Computational Finance: A Partial Differential Equation Pde/Fdm Approach - Rilegato
- EditoreJohn Wiley & Sons Inc
- Data di pubblicazione2022
- ISBN 10 1119719674
- ISBN 13 9781119719670
- RilegaturaCopertina rigida
- LinguaInglese
- Numero edizione1
- Numero di pagine688
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Numerical Methods in Computational Finance : A Partial Differential Equation Pde/Fdm Approach
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Numerical Methods in Computational Finance: A Part Format: Cloth
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Numerical Methods in Computational Finance : A Partial Differential Equation Pde/Fdm Approach
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Numerical Methods in Computational Finance
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Numerical Methods in Computational Finance : A Partial Differential Equation Pde/Fdm Approach
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Numerical Methods in Computational Finance : A Partial Differential Equation Pde/Fdm Approach
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Numerical Methods in Computational Finance (Hardcover)
Editore:
John Wiley & Sons Inc, New York, 2022
ISBN 10: 1119719674
ISBN 13: 9781119719670
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Hardcover. Condizione: new. Hardcover. This book is a detailed and step-by-step introduction to the mathematical foundations of ordinary and partial differential equations, their approximation by the finite difference method and applications to computational finance. The book is structured so that it can be read by beginners, novices and expert users. Part A Mathematical Foundation for One-Factor Problems Chapters 1 to 7 introduce the mathematical and numerical analysis concepts that are needed to understand the finite difference method and its application to computational finance. Part B Mathematical Foundation for Two-Factor Problems Chapters 8 to 13 discuss a number of rigorous mathematical techniques relating to elliptic and parabolic partial differential equations in two space variables. In particular, we develop strategies to preprocess and modify a PDE before we approximate it by the finite difference method, thus avoiding ad-hoc and heuristic tricks. Part C The Foundations of the Finite Difference Method (FDM) Chapters 14 to 17 introduce the mathematical background to the finite difference method for initial boundary value problems for parabolic PDEs. It encapsulates all the background information to construct stable and accurate finite difference schemes. Part D Advanced Finite Difference Schemes for Two-Factor Problems Chapters 18 to 22 introduce a number of modern finite difference methods to approximate the solution of two factor partial differential equations. This is the only book we know of that discusses these methods in any detail. Part E Test Cases in Computational Finance Chapters 23 to 26 are concerned with applications based on previous chapters. We discuss finite difference schemes for a wide range of one-factor and two-factor problems. This book is suitable as an entry-level introduction as well as a detailed treatment of modern methods as used by industry quants and MSc/MFE students in finance. The topics have applications to numerical analysis, science and engineering. More on computational finance and the authors online courses, see "Ordinary differential equations and partial differential equations form the basis for modelling many kinds of phenomena in areas such as science, engineering, computational finance and more generally, mathematical physics. There are currently no books on the market which can guide a reader with no prior knowledge of PDEs through the basics and onto advanced applications."-- Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9781119719670
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Numerical Methods in Computational Finance: A Partial Differential Equation (PDE/FDM) Approach
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Numerical Methods in Computational Finance: A Partial Differential Equation (Pde/Fdm) Approach
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Hardback. Condizione: New. New copy - Usually dispatched within 4 working days. 1101. Codice articolo B9781119719670
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Numerical Methods in Computational Finance: A Partial Differential Equation (PDE/FDM) Approach
Da: Books Puddle, New York, NY, U.S.A.
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Condizione: New. Codice articolo 26386551977
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