Numerical Partial Differential Equations in Finance Explained : An Introduction to Computational Finance

Name: Numerical Partial Differential Equations in Finance Explained
Brand: Palgrave Macmillan
SKU: 9781349953813
Price: 3250 KES
Availability: OutOfStock
ISBN: 9781349953813

Softcover Reprint of the Original 1st 2017 ed.

by Karel in 't Hout

Book Details

Format Paperback / softback

Book Series Financial Engineering Explained

ISBN-10 1349953814

ISBN-13 9781349953813

Edition Softcover Reprint of the Original 1st 2017 ed.

Publisher Palgrave Macmillan

Imprint Palgrave Macmillan

Country of Manufacture GB

Country of Publication GB

Publication Date Aug 11th, 2018

Print length 128 Pages

Product Classification: Investment & securities Investment and securities

KSh 3,250.00

Publisher Out of Stock 0 in stock

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This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). The book provides a wealth of examples, and ample numerical experiments are givento illustrate the theory.

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.

Get Numerical Partial Differential Equations in Finance Explained by Karel in 't Hout at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Palgrave Macmillan and it has 128 pages.