Nonlinear Option Pricing (e-bog) af Henry-Labordere, Pierre

Nonlinear Option Pricing e-bog

2190,77 DKK
New Tools to Solve Your Option Pricing ProblemsFor nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research-including Risk magazine's 2013 Quant of the Year-Nonlinear Option Pricing compares various numerical methods for solving hi
E-bog 2190,77 DKK
Forfattere Henry-Labordere, Pierre (forfatter)
Udgivet 19.12.2013
Længde 484 sider
Genrer Finance and the finance industry
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9781466570344

New Tools to Solve Your Option Pricing ProblemsFor nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research-including Risk magazine's 2013 Quant of the Year-Nonlinear Option Pricing compares various numerical methods for solving hi