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Computational Methods for Option Pricing
Yves Achdou
€ 120.76
€ 108.52
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Description for Computational Methods for Option Pricing
Paperback.
This book is a must for becoming better acquainted with the modern tools of numerical analysis for several significant computational problems arising in finance. Important aspects of finance modeling are reviewed, involving partial differential equations and numerical algorithms for the fast and accurate pricing of financial derivatives and the calibration of parameters. The best numerical algorithms are fully explored and discussed, from their mathematical analysis up to their implementation in C++ with efficient numerical libraries. This is one of the few books that thoroughly covers the following topics: mathematical results and efficient algorithms for pricing American options; modern algorithms with ... Read more
This book is a must for becoming better acquainted with the modern tools of numerical analysis for several significant computational problems arising in finance. Important aspects of finance modeling are reviewed, involving partial differential equations and numerical algorithms for the fast and accurate pricing of financial derivatives and the calibration of parameters. The best numerical algorithms are fully explored and discussed, from their mathematical analysis up to their implementation in C++ with efficient numerical libraries. This is one of the few books that thoroughly covers the following topics: mathematical results and efficient algorithms for pricing American options; modern algorithms with ... Read more
Product Details
Format
Paperback
Publication date
2005
Publisher
Society for Industrial & Applied Mathematics,U.S. United States
Number of pages
184
Condition
New
Number of Pages
184
Place of Publication
New York, United States
ISBN
9780898715736
SKU
V9780898715736
Shipping Time
Usually ships in 5 to 9 working days
Ref
99-3
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