Nonlinear Option Pricing - Guyon, Julien; Henry-Labordere, Pierre
72,99 €
inkl. MwSt.
Versandkostenfrei*
Versandfertig in über 4 Wochen
payback
36 °P sammeln
  • Broschiertes Buch

Written by two leaders in quantitative research, this book compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed for practitioners, it is the first authored book to discuss nonlinear Black-Scholes PDEs and compare the efficiency of many different methods, including novel techniques

Produktbeschreibung
Written by two leaders in quantitative research, this book compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed for practitioners, it is the first authored book to discuss nonlinear Black-Scholes PDEs and compare the efficiency of many different methods, including novel techniques
Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Autorenporträt
Julien Guyon, Pierre Henry-Labordere