書目名稱 | Numerical Partial Differential Equations in Finance Explained |
副標題 | An Introduction to C |
編輯 | Karel in ‘t Hout |
視頻video | http://file.papertrans.cn/670/669155/669155.mp4 |
概述 | Engages the reader with an accessible account of a highly complex mathematical approach commonly applied in financial markets..Provides a first, basic introduction into the valuation of financial opti |
叢書名稱 | Financial Engineering Explained |
圖書封面 |  |
描述 | .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.. |
出版日期 | Book 2017 |
關鍵詞 | Financial Engineering; Computational Finance; Partial Differential; Derivative Valuation; Finance Mathem |
版次 | 1 |
doi | https://doi.org/10.1057/978-1-137-43569-9 |
isbn_softcover | 978-1-349-95381-3 |
isbn_ebook | 978-1-137-43569-9 |
copyright | The Editor(s) (if applicable) and The Author(s) 2017 |