Computational Methods For Option Pricing
Download and Read Computational Methods For Option Pricing full books in PDF, ePUB, and Kindle. Read online free Computational Methods For Option Pricing ebook anywhere anytime directly on your device. We cannot guarantee that every ebooks is available!
Computational Methods for Option Pricing
Author | : Yves Achdou |
Publisher | : SIAM |
Total Pages | : 315 |
Release | : 2005-01-01 |
Genre | : Technology & Engineering |
ISBN | : 9780898717495 |
Download Computational Methods for Option Pricing Book in PDF, Epub and Kindle
The authors review some important aspects of finance modeling involving partial differential equations and focus on numerical algorithms for the fast and accurate pricing of financial derivatives and for the calibration of parameters. This book explores the best numerical algorithms and discusses them in depth, from their mathematical analysis up to their implementation in C++ with efficient numerical libraries.
Computational Methods for Option Pricing Related Books
Language: en
Pages: 315
Pages: 315
Type: BOOK - Published: 2005-01-01 - Publisher: SIAM
The authors review some important aspects of finance modeling involving partial differential equations and focus on numerical algorithms for the fast and accura
Language: en
Pages: 301
Pages: 301
Type: BOOK - Published: 2013-02-15 - Publisher: Springer Science & Business Media
Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an int
Language: en
Pages: 30
Pages: 30
Type: BOOK - Published: 2011 - Publisher:
Abstract: This paper aims to practice the use of Monte Carlo methods to simulate stock prices in order to price European call options using control variates. Am
Language: en
Pages: 440
Pages: 440
Type: BOOK - Published: 2016-04-19 - Publisher: CRC Press
Helping readers accurately price a vast array of derivatives, this self-contained text explains how to solve complex functional equations through numerical meth
Language: en
Pages: 223
Pages: 223
Type: BOOK - Published: 2014-10-14 - Publisher: World Scientific
The early exercise opportunity of an American option makes it challenging to price and an array of approaches have been proposed in the vast literature on this