Numerical Partial Differential Equations in Finance Explained: An Introduction to Computational Finance (Financial Engineering Explained) - Hardcover

In 't Hout, Karel

Hardcover

ISBN 10: 1137435682 ISBN 13: 9781137435682

Verlag: Palgrave Macmillan, 2017

Inhaltsangabe

This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs).

The book provides a wealth of examples, and ample numerical experiments are givento illustrate the theory.

Über diesen Titel

Über die Autorin bzw. den Autor

Karel in ’t Hout is Associate Professor in the Department of Mathematics and Computer Science at University of Antwerp, specializing in the analysis and development of numerical methods for time-dependent partial differential equations with applications to finance.  He has previously held positions as Visiting Professor at Arizona State University, Visiting Professor at Boise State University and Researcher at Leiden University and University of Auckland.  Karel has also spent time in the industry, working as quantitative analyst at ABN Amro, Amsterdam.  He holds a PhD in Mathematics from Leiden University.

Details zur Ausgabe

• Verlag: Palgrave Macmillan
• Erscheinungsdatum: 2017
• Sprache: Englisch
• ISBN 10: 1137435682
• ISBN 13: 9781137435682
• Einband: Tapa dura
• Anzahl der Seiten: 142
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Yeepin GmbH; 492000000000; sunshine12232@outlook.com; ; Alleestr.11; Kaiserslautern; Rheinland-Pfalz; 67655; Deutschland