Numerical Partial Differential Equations Finance Explained - An Introduction to Computational Finance
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Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 24 hours, free shipping for AmazonPrime only. Regular USD 4.98.
Von Händler/Antiquariat, Amazon.com.
This book an EXACT reproduction of the original book published before 1923. This IS NOT an OCR?d book with strange characters, introduced typographical errors, and jumbled words. This book may have occasional imperfections such as missing or blurred pages, poor pictures, errant marks, etc. that were either part of the original artifact, or were introduced by the scanning process. We believe this work is culturally important, and despite the imperfections, have elected to bring it back into print as part of our continuing commitment to the preservation of printed works worldwide. We appreciate your understanding of the imperfections in the preservation process, and hope you enjoy this valuable book. Paperback, Label: BiblioBazaar, BiblioBazaar, Product group: Book, Published: 2010-04-06, Studio: BiblioBazaar.

Lieferung aus: Vereinigte Staaten von Amerika, in-stock.
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.

Lieferung aus: Deutschland, E-Book zum Download.
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. Karel in t Hout is Associate Professor in the Department of Mathematics and Computer Science at University of Antwerp, specializing in the analysis and development of numerical methods for time-dependent partial differential equations with applications to finance. He has previously held positions as Visiting Professor at Arizona State University, Visiting Professor at Boise State University and Researcher at Leiden University and University of Auckland. Karel has also spent time in the industry, working as quantitative analyst at ABN Amro, Amsterdam. He holds a PhD in Mathematics from Leiden University.

Von Händler/Antiquariat, Revaluation Books [2134736], Exeter, United Kingdom.
326 pages. 10.00x7.50x0.74 inches. This item is printed on demand.

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