Nonlinear Option Pricing - Julien Guyon,Pierre Henry-Labordere
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Written by two leaders in quantitative research, this book compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed for practitioners, it is the first authored book to discuss nonlinear Black-Scholes PDEs and compare the efficiency of many different methods, including novel techniques
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Kirjeldus
Written by two leaders in quantitative research, this book compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed for practitioners, it is the first authored book to discuss nonlinear Black-Scholes PDEs and compare the efficiency of many different methods, including novel techniques
Lisateave
| Autor | Julien Guyon, Pierre Henry-Labordere |
|---|---|
| Kirjastaja | CRC Press |
| Väljalaskeaasta | 2024 |
| Kaanetüüp | Pehme kaanega |
| EAN | 9781032919393 |