Numerical Partial Differential Equations in Finance Explained : An Introduction to Computational Finance
Softcover Reprint of the Original 1st 2017 ed.
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 & securitiesInvestment and securities
Ksh 3,250.00
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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.
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