Computational methods for option pricing
โ 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
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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.
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
<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