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Numerical Partial Differential Equations in Finance Explained: An Introduction to Computational Finance (Financial Engineering Explained) - Softcover
Inhaltsangabe
This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). It provides readers with an easily accessible text explaining main concepts, models, methods and results that arise in this approach. In keeping with the series style, emphasis is placed on intuition as opposed to full rigor, and a relatively basic understanding of mathematics is sufficient.
The book provides a wealth of examples, and ample numerical experiments are givento illustrate the theory. The main focus is on one-dimensional financial PDEs, notably the Black-Scholes equation. The book concludes with a detailed discussion of the important step towards two-dimensional PDEs in finance.
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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.
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Numerical Partial Differential Equations in Finance Explained
Print-on-DemandAnbieter: moluna, Greven, Deutschland
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Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Engages the reader with an accessible account of a highly complex mathematical approach commonly applied in financial markets. Provides a first, basic introduction into the valuation of financial options via the numerical solution of partial diffe. Bestandsnummer des Verkäufers 458471001
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Numerical Partial Differential Equations in Finance Explained
Verlag:
Palgrave Macmillan UK Aug 2018, 2018
ISBN 10: 1349953814
ISBN 13: 9781349953813
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Taschenbuch
Anbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Deutschland
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Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). It provides readers with an easily accessible text explaining main concepts, models, methods and results that arise in this approach. In keeping with the series style, emphasis is placed on intuition as opposed to full rigor, and a relatively basic understanding of mathematics is sufficient. The book provides a wealth of examples, and ample numerical experiments are givento illustrate the theory. The main focus is on one-dimensional financial PDEs, notably the Black-Scholes equation. The book concludes with a detailed discussion of the important step towards two-dimensional PDEs in finance. 128 pp. Englisch. Bestandsnummer des Verkäufers 9781349953813
Anzahl: 2 verfügbar
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Numerical Partial Differential Equations in Finance Explained : An Introduction to Computational Finance
Print-on-DemandAnbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). It provides readers with an easily accessible text explaining main concepts, models, methods and results that arise in this approach. In keeping with the series style, emphasis is placed on intuition as opposed to full rigor, and a relatively basic understanding of mathematics is sufficient. The book provides a wealth of examples, and ample numerical experiments are givento illustrate the theory. The main focus is on one-dimensional financial PDEs, notably the Black-Scholes equation. The book concludes with a detailed discussion of the important step towards two-dimensional PDEs in finance. Bestandsnummer des Verkäufers 9781349953813
Anzahl: 2 verfügbar
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Numerical Partial Differential Equations in Finance Explained : An Introduction to Computational Finance
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Numerical Partial Differential Equations in Finance Explained : An Introduction to Computational Finance
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Numerical Partial Differential Equations in Finance Explained: An Introduction to Computational Finance (Financial Engineering Explained)
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Paperback. Zustand: Brand New. reprint edition. 128 pages. 9.25x6.10x0.33 inches. In Stock. Bestandsnummer des Verkäufers zk1349953814
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Numerical Partial Differential Equations in Finance Explained : An Introduction to Computational Finance
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Numerical Partial Differential Equations in Finance Explained: An Introduction to Computational Finance (Financial Engineering Explained)
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Paperback. Zustand: New. New. book. Bestandsnummer des Verkäufers ERICA80013499538146
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