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

• Κύριος συγγραφέας: in 't Hout, Karel (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2017.
• Σειρά: Financial Engineering Explained
• Θέματα: Finance.; Financial engineering.; Financial Engineering.

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...

Πίνακας περιεχομένων:

• Chapter1. Financial option valuation.-Chapter2. Partial differential equations
• Chapter3 Spatial discretization I
• Chapter4. Spatial discretization II
• Chapter5. Numerical study: space
• Chapter6. The Greeks
• Chapter7. Temporal discretization
• Chapter8. Numerical study: time
• Chapter9. Cash-or-nothing options
• Chapter10. Barrier options
• Chapter11. American-style options
• Chapter12. Merton model
• Chapter13. Two-asset options.