Numerical Partial Differential Equations in Finance Explained

Name: Numerical Partial Differential Equations in Finance Explained
Brand: Palgrave Macmillan
SKU: 9781137435682
Availability: InStock
Author: Karel In 't Hout
ISBN: 9781137435682

Autor

Karel In 't Hout

Editura

Palgrave Macmillan

An publicare

2017

Nr. Pagini

128

ISBN

9781137435682

Categorii

In Limbi Străine

Descriere

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.