| 书目名称 | Numerical Partial Differential Equations in Finance Explained |
| 副标题 | An Introduction to C |
| 编辑 | Karel in ‘t Hout |
| 视频video | |
| 概述 | Engages the reader with an accessible account of a highly complex mathematical approach commonly applied in financial markets..Provides a first, basic introduction into the valuation of financial opti |
| 丛书名称 | Financial Engineering Explained |
| 图书封面 |  |
| 描述 | .This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). It provides readers with an easily accessible text explaining main concepts, models, methods and results that arise in this approach. In keeping with the series style, emphasis is placed on intuition as opposed to full rigor, and a relatively basic understanding of mathematics is sufficient. ..The book provides a wealth of examples, and ample numerical experiments are givento illustrate the theory. The main focus is on one-dimensional financial PDEs, notably the Black-Scholes equation. The book concludes with a detailed discussion of the important step towards two-dimensional PDEs in finance.. |
| 出版日期 | Book 2017 |
| 关键词 | Financial Engineering; Computational Finance; Partial Differential; Derivative Valuation; Finance Mathem |
| 版次 | 1 |
| doi | https://doi.org/10.1057/978-1-137-43569-9 |
| isbn_softcover | 978-1-349-95381-3 |
| isbn_ebook | 978-1-137-43569-9 |
| copyright | The Editor(s) (if applicable) and The Author(s) 2017 |
发表于 2025-3-21 16:52:19
