Andere Kunden interessierten sich auch für
![Large Deviations and Asymptotic Methods in Finance]( "Large Deviations and Asymptotic Methods in Finance")
Large Deviations and Asymptotic Methods in Finance110,99 €![Large Deviations and Asymptotic Methods in Finance]( "Large Deviations and Asymptotic Methods in Finance")
Large Deviations and Asymptotic Methods in Finance111,99 €![Introduction to the Mathematics of Finance]( "Introduction to the Mathematics of Finance")
Introduction to the Mathematics of Finance35,99 €![Essentials of Stochastic Processes]( "Essentials of Stochastic Processes")
Essentials of Stochastic Processes44,99 €![Quasi-Monte Carlo Methods and Monte Carlo Methods]( "Quasi-Monte Carlo Methods and Monte Carlo Methods")
Quasi-Monte Carlo Methods and Monte Carlo Methods23,99 €![Methods of Mathematical Finance]( "Methods of Mathematical Finance")
Methods of Mathematical Finance103,99 €![Analytical, semi-Analytical and Numerical Methods]( "Analytical, semi-Analytical and Numerical Methods")
Analytical, semi-Analytical and Numerical Methods26,99 €
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.