Numerical Partial Differential Equations in Finance Explained

Numerical Partial Differential Equations in Finance Explained

Autor
Karel In 't Hout
Editura
Palgrave Macmillan
An publicare
2017
Nr. Pagini
128
ISBN
9781137435682
Categorii
In Limbi Străine
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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.

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