Nonlinear Option Pricing

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


Nonlinear Option Pricing
Language: en
Pages: 480
Authors: Julien Guyon
Categories: Business & Economics
Type: BOOK - Published: 2013-12-19 - Publisher: CRC Press

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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 dime
Nonlinear Option Pricing
Language: en
Pages: 486
Authors: Julien Guyon
Categories: Business & Economics
Type: BOOK - Published: 2013-12-19 - Publisher: CRC Press

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New Tools to Solve Your Option Pricing Problems For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dim
Towards Efficient Nonlinear Option Pricing
Language: en
Pages:
Authors: Shih-Hau Tan
Categories:
Type: BOOK - Published: 2018 - Publisher:

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Nonlinear Models in Mathematical Finance
Language: en
Pages: 360
Authors: Matthias Ehrhardt
Categories: Mathematics
Type: BOOK - Published: 2008 - Publisher: Nova Science Pub Incorporated

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This book provides an overview on the current state-of-the-art research on non-linear option pricing. Non-linear models are becoming more and more important sin
Nonlinear Models in Option Pricing
Language: en
Pages: 20
Authors: Matthias Ehrhardt
Categories:
Type: BOOK - Published: 2008 - Publisher:

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