Nonlinear Option Pricing
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Nonlinear Option Pricing
Author | : Julien Guyon |
Publisher | : CRC Press |
Total Pages | : 480 |
Release | : 2013-12-19 |
Genre | : Business & Economics |
ISBN | : 1466570342 |
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New Tools to Solve Your Option Pricing ProblemsFor nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research-including Risk magazine's 2013 Quant of the Year-Nonlinear Option Pricing compares various numerical methods for solving hi
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Language: en
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Type: BOOK - Published: 2013-12-19 - Publisher: CRC Press
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This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. The text is designed for