Mathematical Modeling And Methods Of Option Pricing is popular PDF and ePub book, written by Lishang Jiang in 2005-07-18, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Mathematical Modeling And Methods Of Option Pricing can be Read Online from any device for your convenience.
Mathematical Modeling And Methods Of Option Pricing Book PDF Summary
From the unique perspective of partial differential equations (PDE), this self-contained book presents a systematic, advanced introduction to the Black-Scholes-Merton's option pricing theory.A unified approach is used to model various types of option pricing as PDE problems, to derive pricing formulas as their solutions, and to design efficient algorithms from the numerical calculation of PDEs. In particular, the qualitative and quantitative analysis of American option pricing is treated based on free boundary problems, and the implied volatility as an inverse problem is solved in the optimal control framework of parabolic equations.
Detail Book of Mathematical Modeling And Methods Of Option Pricing PDF
- Author : Lishang Jiang
- Release : 18 July 2005
- Publisher : World Scientific Publishing Company
- ISBN : 9789813106550
- Genre : Business & Economics
- Total Page : 343 pages
- Language : English
- PDF File Size : 9,9 Mb
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