Lingua: Inglese
Editore: LAP LAMBERT Academic Publishing, 2014
ISBN 10: 3659512443 ISBN 13: 9783659512445
Da: preigu, Osnabrück, Germania
EUR 26,30
Quantità: 5 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: 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: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu.
Lingua: Inglese
Editore: LAP LAMBERT Academic Publishing Jan 2014, 2014
ISBN 10: 3659512443 ISBN 13: 9783659512445
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
EUR 28,90
Quantità: 2 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: 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.
Lingua: Inglese
Editore: LAP LAMBERT Academic Publishing, 2014
ISBN 10: 3659512443 ISBN 13: 9783659512445
Da: moluna, Greven, Germania
EUR 26,05
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: 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.
Lingua: Inglese
Editore: LAP LAMBERT Academic Publishing Jan 2014, 2014
ISBN 10: 3659512443 ISBN 13: 9783659512445
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
EUR 28,90
Quantità: 1 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. 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.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 68 pp. Englisch.
Lingua: Inglese
Editore: LAP LAMBERT Academic Publishing, 2014
ISBN 10: 3659512443 ISBN 13: 9783659512445
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 28,90
Quantità: 1 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: 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.