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Numerical methods in finance


Marketed By :  AV Akademikerverlag   Sold By :  Kamal Books International  
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Rs. 3,345

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  • Product Description

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.

Product Specifications
SKU :COC67954
AuthorSandro Calore
Number of Pages140
Publishing Year2013-12-12T00:00:00.000
Edition1 st
Book TypeMathematics
Country of ManufactureIndia
Product BrandAV Akademikerverlag
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-08 00:00:00