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Numerical Methods in Finance Sandro Calore
Numerical Methods in Finance
Sandro Calore
In this book one- and two-dimensional option prices are computed with the help of two different techniques: one using randomness, the Monte Carlo method and the other based on solving PDEs with finite difference methods. The use of the computer is in this case fundamental, because an important computing power is needed for both methods. The two techniques are implemented with MATLAB and applied to different kinds of options.
| 介质类型 | 图书 Paperback Book (平装胶订图书) |
| 已发行 | 2013年12月12日 |
| ISBN13 | 9783639495720 |
| 出版商 | AV Akademikerverlag |
| 页数 | 140 |
| 商品尺寸 | 150 × 8 × 225 mm · 213 g |
| 语言 | 英语 |
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