Mohlo by se vám také líbit

Více informací o knize Numerical Solution Of The American Option Pricing Problem, The: Finite Difference And Transform Approaches

• Parametry knihy
• Anotace
• Oblíbené z jiného soudku

Nákupem získáte 300 bodů

Anotace knihy

The early exercise opportunity of an American option makes it challenging to price. The Numerical Solution of the American Option Pricing Problem focuses on three numerical methods that have proved useful for the numerical solution of the partial differential equations with free boundary problem arising in American option pricing, namely the method of lines, the sparse grid approach and the integral transform approach. It clearly explains and demonstrates the advantages and limitations of each of them using several examples.

Parametry knihy

• Plný název: Numerical Solution Of The American Option Pricing Problem, The: Finite Difference And Transform Approaches
• Autor: Carl Chiarella, Boda Kang, Gunter H. Meyer
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 224
• EAN: 9789814452618
• ISBN: 9814452610
• ID: 05070914
• Nakladatelství: World Scientific Publishing Co Pte Ltd
• Hmotnost: 467 g
• Rozměry: 235 × 157 × 17 mm
• Datum vydání: 02. December 2014

Oblíbené z jiného soudku

---

---

---