Nonlinear Option Pricing

Nonlinear Option Pricing

Tekijä: Pierre Henry-Labordere, Julien Guyon
Kustantaja: CRC Press
Painos: 1
Julkaisuvuosi: 2013
ISBN: 9781032919393

Osta kirja

0

Maksa Klarnalla
14 päivän palautusoikeus
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

Saatat pitää myös näistä

Osta kirja0