Numerical Solution of the American Option Pricing Problem, The: Finite Difference and Transform Approaches - Chiarella, Carl (University of Technology, Australia) - Grāmatas - World Scientific Publishing Co Pte Ltd - 9789814452618 - 2014. gada 2. decembris
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Chiarella, Carl (University of Technology, Australia)
Numerical Solution of the American Option Pricing Problem, The: Finite Difference and Transform Approaches

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Paredzamā piegāde . gada 16. - 24. sept.
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The early exercise opportunity of an American option makes it challenging to price. The Numerical Solution of the American Option Pricing Problem focuses on three numerical methods that have proved useful for the numerical solution of the partial differential equations with free boundary problem arising in American option pricing, namely the method of lines, the sparse grid approach and the integral transform approach. It clearly explains and demonstrates the advantages and limitations of each of them using several examples.

450 pages, black & white illustrations

Mediji Grāmatas     Hardcover Book   (Grāmata ar cieto muguriņu un vāku)
Izlaists 2014. gada 2. decembris
ISBN13 9789814452618
Izdevēji World Scientific Publishing Co Pte Ltd
Lapas 224
Izmēri 152 × 229 × 14 mm   ·   467 g
Valoda Angļu  

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