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Computational methods for option pricing

✍ 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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✦ Subjects


Ѐинансово-экономичСскиС дисциплины;Ѐинансовая ΠΌΠ°Ρ‚Π΅ΠΌΠ°Ρ‚ΠΈΠΊΠ°;


πŸ“œ SIMILAR VOLUMES


Computational Methods for Option Pricing
✍ Yves Achdou, Olivier Pironneau πŸ“‚ Library πŸ“… 2005 πŸ› Society for Industrial and Applied Mathematic 🌐 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.

Computational Methods for Quantitative F
✍ Norbert Hilber, Oleg Reichmann, Christoph Schwab, Christoph Winter πŸ“‚ Library πŸ“… 2013 πŸ› Springer 🌐 English

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

Computational Methods for Quantitative F
✍ Norbert Hilber, Oleg Reichmann, Christoph Schwab, Christoph Winter πŸ“‚ Library πŸ“… 2013 πŸ› Springer 🌐 English

<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