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NUMERICAL SOLUTION OF THE AMERICAN OPTION PRICING PROBLEM

203,52 
203,52 
2025-07-31 203.5200 InStock
Nemokamas pristatymas į paštomatus per 18-22 darbo dienų užsakymams nuo 19,00 

Knygos aprašymas

The early exercise opportunity of an American option makes it challenging to price. The Numerical Solution of the American Option Pricing Problem focuses on three numerical methods that have proved useful for the numerical solution of the partial differential equations with free boundary problem arising in American option pricing, namely the method of lines, the sparse grid approach and the integral transform approach. It clearly explains and demonstrates the advantages and limitations of each of them using several examples.

Informacija

Autorius: Boda Kang & Gunter H Mey Carl Chiarella
Leidėjas: World Scientific
Išleidimo metai: 2014
Knygos puslapių skaičius: 224
ISBN-10: 9814452610
ISBN-13: 9789814452618
Formatas: Knyga kietu viršeliu
Kalba: Anglų
Žanras: Business communication, etiquette and presentation

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