Computing Financial Derivatives: A Finite-Difference Approach (Chapman & Hall/CRC Numerical Analysis and Scientific Computing Series)
By: Sweta Rout-Hoolash (author), Choi-Hong Lai (author)Hardback
More than 4 weeks availability
From basic to exotic options, this volume describes accurate and efficient numerical solutions to the options pricing problem. It presents state-of-the-art developments in option pricing along with discretization techniques, numerical algorithms, distributed algorithms, and practical applications of these methods to real-world examples. The book offers a detailed description of mathematical modeling as well as a focus on implementation and results. Additional topics covered include Cartesian meshes, non-uniform time-stepping routines, and semi-Lagrangian time integration schemes.
Introduction to Financial Derivatives. The Mathematical Modelling of Options Pricing Using Finite-Difference Methods. Elementary Finite-Difference Methods. Advanced Finite-Difference Methods. Semi-Lagrange Time Integration using Finite Difference Methods. Further Applications of the Finite-Difference Method. Conclusion.
Number Of Pages:
- ID: 9781420082647
- Saver Delivery: Yes
- 1st Class Delivery: Yes
- Courier Delivery: Yes
- Store Delivery: Yes
Prices are for internet purchases only. Prices and availability in WHSmith Stores may vary significantly
© Copyright 2013 - 2017 WHSmith and its suppliers.
WHSmith High Street Limited Greenbridge Road, Swindon, Wiltshire, United Kingdom, SN3 3LD, VAT GB238 5548 36