Code: 06709693
Nonlinear Option Pricing
by Pierre-Henry Labordere
New Tools to Solve Your Option Pricing Problems For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research-i ... more
- Language:
English - Binding: Hardback
- Number of pages: 484
Publisher: Taylor & Francis Inc, 2014
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Book synopsis
New Tools to Solve Your Option Pricing Problems For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research-i
Book details
Book category Books in English Mathematics & science Mathematics Applied mathematics
278.49 €
- Full title: Nonlinear Option Pricing
- Author: Pierre-Henry Labordere
- Language: English
- Binding: Hardback
- Number of pages: 484
- EAN: 9781466570337
- ISBN: 9781466570337
- ID: 06709693
- Publisher: Taylor & Francis Inc
- Weight: 916 g
- Dimensions: 243 × 164 × 27 mm
- Date of publishing: 20. January 2014
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