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Viac informácií o knihe Mathematical Modeling And Methods Of Option Pricing

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

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Anotácia knihy

From the unique perspective of partial differential equations (PDE), this self-contained book presents a systematic, advanced introduction to the Black-Scholes-Merton's option pricing theory. A unified approach is used to model various types of option pricing as PDE problems, to derive pricing formulas as their solutions, and to design efficient algorithms from the numerical calculation of PDEs. In particular, the qualitative and quantitative analysis of American option pricing is treated based on free boundary problems, and the implied volatility as an inverse problem is solved in the optimal control framework of parabolic equations.

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Economics Economic theory & philosophy

• Celý názov: Mathematical Modeling And Methods Of Option Pricing
• Autor: Lishang Jiang
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 344
• EAN: 9789812563699
• ISBN: 9812563695
• ID: 05068083
• Nakladateľ: World Scientific Publishing Co Pte Ltd
• Hmotnosť: 622 g
• Rozmery: 227 × 159 × 23 mm
• Dátum vydania: 20. July 2005

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