Book

Numerical partial differential equations in finance explained : an introduction to computational finance

Hout, Karel in 't, author

2017

نظرة عامة

This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). It provides readers with an easily accessible text explaining main concepts, models, methods and results that arise in this approach. In keeping with the series style, emphasis is placed on intuition as opposed to full rigor, and a relatively basic understanding of mathematics is sufficient. The book provides a wealth of examples, and ample numerical experiments are given to illustrate the theory. The main focus is on one-dimensional financial PDEs, notably the Black-Scholes equation.

• الناشر: Palgrave Macmillan
• موضوع: Business mathematics. / Differential equations, Partial.
• ISBN: 9781137435682

نسخة متاحة:

1 العنصر متاح

1 إجمالي العنصر في جميع المواقع

المقتنيات:

اتصل بالرقم	نسخ	مواد	موقع
HF5691.H68 2017	1	BOOK	AUTOSTORE