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Numerical Partial Differential Equations in Finance Explained

An Introduction to Computational Finance

af Karel in 't Hout

Bog, Hardback, Engelsk, 2017

This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). The book provides a wealth of examples, and ample numerical experiments are givento illustrate the theory.

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Bogdetaljer

  • SprogEngelsk
  • IndbindingHardback
  • ISBN9781137435682
  • Udgivet15/09/2017
  • Udgivet afPalgrave MacMillan
  • Længde128 sider
  • ForfatterKarel in 't Hout
  • GenreBusiness og læring, Økonomi og finans