Pricing financial instruments: the finite difference method
Auteur :
Tavella, Domingo / Randall, Curt
Éditeur :
John Wiley & Sons Inc
ISBN :
9780471197607
Date de publication :
3 mai 2000
Dimensions :
23,7 x 15,7 x 2,3 cm
Poids :
531 g
Langue :
Anglais
Pays d'origine :
USA
Computational finance is a quantitative approach to risk management. This discipline encompasses the algorithmic and numerical procedures that form the backbone of modern mathematical finance and the creation of financial products. This book introduces computational finance and covers both theory and application.