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

Nonlinear Option Pricing

Julien Guyon & Pierre Henry-Labordere
    • $99.99
    • $99.99

Publisher Description

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 & Personal Finance
RELEASED
2013
19 December
LANGUAGE
EN
English
LENGTH
484
Pages
PUBLISHER
CRC Press
SELLER
Taylor & Francis Group
SIZE
10.5
MB

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