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Numerical partial differential equations in finance explained : an introduction to computational finance
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Numerical partial differential equations in finance explained : an introduction to computational finance
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Book
Numerical partial differential equations in finance explained : an introduction to computational finance
2017
Available to read in the library!
Overview
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.
Publisher
Palgrave Macmillan
ISBN
9781137435682
Item info:
1
item available
1
item total in all locations
| Call Number | Copies | Material | Location |
|---|---|---|---|
| HF5691.H68 2017 | 1 | BOOK | AUTOSTORE |
