Numerical Partial Differential Equations in Finance Explained is popular PDF and ePub book, written by Karel in 't Hout in 2017-09-02, 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, Numerical Partial Differential Equations in Finance Explained can be Read Online from any device for your convenience.
Numerical Partial Differential Equations in Finance Explained Book PDF Summary
This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). It provides readers with an easily accessible text explaining main concepts, models, methods and results that arise in this approach. In keeping with the series style, emphasis is placed on intuition as opposed to full rigor, and a relatively basic understanding of mathematics is sufficient. The book provides a wealth of examples, and ample numerical experiments are givento illustrate the theory. The main focus is on one-dimensional financial PDEs, notably the Black-Scholes equation. The book concludes with a detailed discussion of the important step towards two-dimensional PDEs in finance.
Detail Book of Numerical Partial Differential Equations in Finance Explained PDF
- Author : Karel in 't Hout
- Release : 02 September 2017
- Publisher : Springer
- ISBN : 9781137435699
- Genre : Business & Economics
- Total Page : 134 pages
- Language : English
- PDF File Size : 17,9 Mb
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