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Pierre Henry-Labordere, Julien Guyon - Nonlinear Option Pricing, E-bok

E-bok, Engelska, 2013

Nonlinear Option Pricing

Av Pierre Henry-Labordere, Julien Guyon

864 kr

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Beskrivning
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
Produktinformation
  • Utgivningsdatum: 2013-12-19
  • Språk: Engelska
  • Filformat: EPUB
  • Kopieringsskydd: LCP
  • ISBN: 9781040057834
  • Förlag: CRC Press
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