Computational Methods for Option Pricing is popular PDF and ePub book, written by Yves Achdou in 2005-01-01, it is a fantastic choice for those who relish reading online the Technology & Engineering genre. Let's immerse ourselves in this engaging Technology & Engineering book by exploring the summary and details provided below. Remember, Computational Methods for Option Pricing can be Read Online from any device for your convenience.
Computational Methods for Option Pricing Book PDF Summary
The authors review some important aspects of finance modeling involving partial differential equations and focus on numerical algorithms for the fast and accurate pricing of financial derivatives and for the calibration of parameters. This book explores the best numerical algorithms and discusses them in depth, from their mathematical analysis up to their implementation in C++ with efficient numerical libraries.
Detail Book of Computational Methods for Option Pricing PDF
- Author : Yves Achdou
- Release : 01 January 2005
- Publisher : SIAM
- ISBN : 0898717493
- Genre : Technology & Engineering
- Total Page : 315 pages
- Language : English
- PDF File Size : 20,5 Mb
If you're still pondering over how to secure a PDF or EPUB version of the book Computational Methods for Option Pricing by Yves Achdou, don't worry! All you have to do is click the 'Get Book' buttons below to kick off your Download or Read Online journey. Just a friendly reminder: we don't upload or host the files ourselves.