Nonlinear Option Pricing

Nonlinear Option Pricing

Autor: Pierre Henry-Labordere, Julien Guyon
Wydawca: CRC Press
Wydanie: 1
Data publikacji: 2013
ISBN: 9781032919393

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14-dniowa gwarancja zwrotu pieniędzy
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

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