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Computational methods for option pricing

โœ Scribed by Yves Achdou, Olivier Pironneau


Publisher
Society for Industrial and Applied Mathematics
Year
2005
Tongue
English
Leaves
316
Series
Frontiers in applied mathematics
Category
Library

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๐Ÿ“œ SIMILAR VOLUMES


Computational Methods for Option Pricing
โœ Yves Achdou, Olivier Pironneau ๐Ÿ“‚ Library ๐Ÿ“… 2005 ๐Ÿ› Society for Industrial and Applied Mathematic ๐ŸŒ English

The previous reviewer is completely wrong in giving this book one star. As a quant with a computational background, I have found this book to have excellent material.

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Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This unified, non-Monte-C

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<p><span>Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This unified, no