Nonlinear Option Pricing Nonlinear Option Pricing
Chapman and Hall/CRC Financial Mathematics Series

Nonlinear Option Pricing

Julien Guyon und Pierre Henry-Labordere
    • 57,99 €
    • 57,99 €

Beschreibung des Verlags

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

GENRE
Business und Finanzen
ERSCHIENEN
2013
19. Dezember
SPRACHE
EN
Englisch
UMFANG
484
Seiten
VERLAG
CRC Press
GRÖSSE
10,5
 MB

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