Numerical partial differential equations in finance explained: an introduction to computational finance
Auteur :
in 't Hout, Karel
Éditeur :
Palgrave Macmillan
ISBN :
9781349953813
Date de publication :
11 août 2018
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). The book provides a wealth of examples, and ample numerical experiments are givento illustrate the theory.