Related Books
Language: en
Pages:
Pages:
Type: BOOK - Published: 2015 - Publisher:
This dissertation is organized as follows: Chapter 1 is an introduction to option pricing theory; Chapter 2 focuses on theoretical model of uncertain volatility
Language: en
Pages: 223
Pages: 223
Type: BOOK - Published: 2014-10-14 - Publisher: World Scientific
The early exercise opportunity of an American option makes it challenging to price and an array of approaches have been proposed in the vast literature on this
Language: en
Pages: 486
Pages: 486
Type: BOOK - Published: 2013-12-19 - Publisher: CRC Press
New Tools to Solve Your Option Pricing Problems For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dim
Language: en
Pages: 308
Pages: 308
Type: BOOK - Published: 2005-07-18 - Publisher: SIAM
This book allows you to understand fully the modern tools of numerical analysis in finance.
Language: en
Pages: 343
Pages: 343
Type: BOOK - Published: 2005-07-18 - Publisher: World Scientific Publishing Company
From the unique perspective of partial differential equations (PDE), this self-contained book presents a systematic, advanced introduction to the Black-Scholes-