Nonlinear Option Pricing PDF
by Julien (Bloomberg LP, New York, New York, USA) Guyon, Pierre (Societe Generale, Paris, France) Henry-Labordere
Part of the Chapman and Hall/CRC Financial Mathematics Series series
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Description
New Tools to Solve Your Option Pricing ProblemsFor nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues.
Written by two leaders in quantitative research-including Risk magazine's 2013 Quant of the Year-Nonlinear Option Pricing compares various numerical methods for solving hi
Information
-
Download - Immediately Available
- Format:PDF
- Pages:484 pages
- Publisher:Taylor & Francis Inc
- Publication Date:19/12/2013
- Category:
- ISBN:9781466570344
Information
-
Download - Immediately Available
- Format:PDF
- Pages:484 pages
- Publisher:Taylor & Francis Inc
- Publication Date:19/12/2013
- Category:
- ISBN:9781466570344
